+262.1%
APH vs IWF
+65.2%
+196.8%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.3% | +2.9% | +2.6% |
| 7D | -5.9% | -5.0% | -1.0% | +0.2% |
| 30D | -14.8% | -13.2% | -1.6% | +1.2% |
| 3M | -12.4% | -9.4% | -3.0% | -0.9% |
| 6M | +8.1% | -8.6% | +16.6% | +21.3% |
| YTD | +10.9% | -5.3% | +16.3% | +19.6% |
| 1Y | +8.8% | -5.0% | +13.8% | +17.2% |
| 3Y | +262.1% | +64.6% | +197.4% | +144.1% |
| All | +262.1% | +65.2% | +196.8% | +144.1% |
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