+955.2%
APH vs IWF
+377.5%
+577.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | -0.1% | -0.1% |
| 7D | -5.0% | -2.9% | -2.1% | -1.9% |
| 30D | -8.4% | -10.9% | +2.5% | +3.0% |
| 3M | -4.5% | -8.1% | +3.6% | +4.4% |
| 6M | +25.3% | -7.5% | +32.8% | +36.6% |
| YTD | +18.9% | -3.4% | +22.3% | +24.6% |
| 1Y | +11.9% | -5.0% | +16.9% | +19.5% |
| 3Y | +278.0% | +64.0% | +213.9% | +149.5% |
| 5Y | +306.4% | +56.8% | +249.7% | +176.4% |
| 10Y | +955.2% | +381.2% | +574.0% | +157.7% |
| All | +955.2% | +377.5% | +577.7% | +157.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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