+1,041.3%
APH vs IWF
+409.9%
+631.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -0.9% |
| 7D | +0.2% | +1.5% | -1.3% | -1.2% |
| 30D | -3.3% | -1.3% | -2.1% | -2.1% |
| 3M | +14.0% | +0.1% | +13.9% | +14.1% |
| 6M | +24.4% | +10.3% | +14.2% | +13.8% |
| YTD | +21.4% | +4.2% | +17.3% | +17.5% |
| 1Y | +48.9% | +9.3% | +39.6% | +38.3% |
| 3Y | +290.1% | +79.3% | +210.8% | +134.5% |
| 5Y | +352.8% | +73.8% | +279.0% | +177.0% |
| 10Y | +1,041.3% | +410.9% | +630.4% | +155.2% |
| All | +1,041.3% | +409.9% | +631.3% | +155.2% |
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