+1,676.4%
APD vs IWD
+728.9%
+947.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +6.8% |
| 3M | +1.6% | +0.9% | +0.8% | +0.7% |
| 6M | +2.2% | +10.5% | -8.4% | -7.5% |
| YTD | +25.9% | +23.7% | +2.2% | +1.7% |
| 1Y | +20.1% | +28.7% | -8.6% | -6.6% |
| 3Y | +12.4% | +79.7% | -67.3% | -36.8% |
| 5Y | +11.1% | +69.7% | -58.6% | -34.0% |
| 10Y | +190.1% | +211.4% | -21.3% | -5.5% |
| All | +1,676.4% | +728.9% | +947.5% | +121.2% |
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