+10.0%
APD vs IWD
+68.9%
-58.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.2% |
| 7D | -3.7% | -0.5% | -3.2% | -3.2% |
| 30D | +9.6% | +2.7% | +6.9% | +6.9% |
| 3M | +1.6% | +0.9% | +0.8% | +0.8% |
| 6M | +2.2% | +10.5% | -8.4% | -7.3% |
| YTD | +25.9% | +23.7% | +2.2% | +1.9% |
| 1Y | +20.1% | +28.7% | -8.6% | -6.5% |
| 3Y | +12.4% | +79.7% | -67.3% | -37.1% |
| All | +10.0% | +68.9% | -58.9% | -35.5% |
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