+12.0%
APD vs IWD
+73.2%
-61.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -0.2% | +1.6% | -1.8% | -1.7% |
| 30D | +11.0% | +3.6% | +7.4% | +7.4% |
| 3M | +1.3% | +2.0% | -0.7% | -0.6% |
| 6M | +6.4% | +13.1% | -6.7% | -5.5% |
| YTD | +28.9% | +26.2% | +2.7% | +2.4% |
| 1Y | +23.2% | +29.6% | -6.3% | -4.6% |
| 3Y | +26.3% | +84.3% | -58.0% | -31.0% |
| 5Y | +12.0% | +73.4% | -61.4% | -35.6% |
| All | +12.0% | +73.2% | -61.2% | -35.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling