+276.0%
APH vs IWF
+68.4%
+207.6%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.3% | -3.1% | -3.5% |
| 7D | +0.4% | -1.1% | +1.5% | +2.0% |
| 30D | -8.0% | -8.3% | +0.3% | +2.4% |
| 3M | -5.0% | -5.6% | +0.6% | +2.3% |
| 6M | +29.9% | -5.4% | +35.3% | +40.1% |
| YTD | +18.0% | -1.2% | +19.1% | +20.9% |
| 1Y | +11.3% | -2.6% | +14.0% | +16.4% |
| All | +276.0% | +68.4% | +207.6% | +147.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling