+10.3%
APA vs IWF
+79.6%
-69.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.1% | +1.9% |
| 7D | -1.7% | +1.5% | -3.2% | -2.3% |
| 30D | +15.7% | -1.3% | +17.0% | +16.2% |
| 3M | +16.5% | +0.1% | +16.3% | +15.8% |
| 6M | +35.1% | +10.3% | +24.8% | +26.5% |
| YTD | +82.2% | +4.2% | +78.1% | +76.9% |
| 1Y | +102.5% | +9.3% | +93.2% | +88.5% |
| 3Y | +10.3% | +79.3% | -69.0% | -17.5% |
| All | +10.3% | +79.6% | -69.3% | -17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded IWF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling