+355.9%
APH vs IWF
+73.7%
+282.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | +5.0% | +0.5% | +4.4% | +4.4% |
| 30D | -3.9% | -0.4% | -3.5% | -3.5% |
| 3M | +13.0% | -2.6% | +15.6% | +16.2% |
| 6M | +25.2% | +9.1% | +16.0% | +15.3% |
| YTD | +22.9% | +4.5% | +18.5% | +18.4% |
| 1Y | +47.8% | +10.1% | +37.8% | +36.1% |
| 3Y | +283.0% | +77.6% | +205.4% | +135.9% |
| All | +355.9% | +73.7% | +282.2% | +179.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling