+187.8%
APD vs IWD
+212.1%
-24.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.0% | 0.0% | +0.1% |
| 7D | -1.6% | +1.3% | -2.8% | -2.7% |
| 30D | +10.6% | +3.6% | +7.0% | +6.9% |
| 3M | +2.5% | +2.3% | +0.2% | +0.2% |
| 6M | +6.0% | +13.0% | -7.1% | -6.0% |
| YTD | +28.4% | +26.2% | +2.3% | +2.0% |
| 1Y | +22.2% | +30.5% | -8.3% | -6.1% |
| 3Y | +26.6% | +86.2% | -59.6% | -31.2% |
| 5Y | +11.8% | +72.9% | -61.1% | -34.7% |
| 10Y | +187.8% | +205.0% | -17.3% | -3.3% |
| All | +187.8% | +212.1% | -24.3% | -3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 10y: compounded portfolio wealth divided by compounded IWD 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…
10y analysis · Full analysis span regression · 6 months rolling