+175.6%
APA vs IWF
+72.9%
+102.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.5% | +3.4% | +3.2% |
| 7D | +0.3% | +0.5% | -0.2% | 0.0% |
| 30D | +9.3% | -1.4% | +10.7% | +10.1% |
| 3M | +23.3% | +0.4% | +22.9% | +21.7% |
| 6M | +39.5% | +8.5% | +31.0% | +29.1% |
| YTD | +87.6% | +3.7% | +83.9% | +79.0% |
| 1Y | +114.2% | +8.5% | +105.8% | +96.3% |
| 3Y | +13.6% | +78.5% | -65.0% | -30.6% |
| 5Y | +175.6% | +73.6% | +101.9% | +79.5% |
| All | +175.6% | +72.9% | +102.7% | +79.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling