+1,703.5%
APD vs IWD
+731.9%
+971.6%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.6% | -0.3% | -0.4% |
| 7D | -0.7% | -0.9% | +0.2% | +0.1% |
| 30D | +10.1% | +2.6% | +7.5% | +7.4% |
| 3M | +4.9% | +1.2% | +3.6% | +3.6% |
| 6M | +2.5% | +12.1% | -9.7% | -8.5% |
| YTD | +27.8% | +24.1% | +3.6% | +2.9% |
| 1Y | +32.9% | +28.5% | +4.4% | +3.4% |
| 3Y | +13.4% | +79.5% | -66.1% | -36.2% |
| 5Y | +12.8% | +70.3% | -57.5% | -33.3% |
| 10Y | +194.6% | +212.5% | -18.0% | -4.4% |
| All | +1,703.5% | +731.9% | +971.6% | +123.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling