+157.0%
APA vs IWF
+727.1%
-570.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.2% | -3.2% |
| 7D | +0.5% | +0.5% | 0.0% | 0.0% |
| 30D | +23.4% | -0.4% | +23.8% | +23.6% |
| 3M | +12.7% | -2.6% | +15.3% | +13.7% |
| 6M | +39.4% | +9.1% | +30.3% | +24.3% |
| YTD | +79.0% | +4.5% | +74.5% | +65.5% |
| 1Y | +88.8% | +10.1% | +78.7% | +65.4% |
| 3Y | +6.4% | +77.6% | -71.3% | -41.4% |
| 5Y | +153.0% | +73.7% | +79.3% | +40.2% |
| 10Y | +7.5% | +411.5% | -404.0% | -76.1% |
| All | +157.0% | +727.1% | -570.1% | -74.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling