+13,234.3%
APH vs IWF
+671.5%
+12,562.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +2.9% | +5.3% | +5.1% |
| 7D | +1.1% | -1.0% | +2.1% | +2.7% |
| 30D | -7.5% | -10.1% | +2.6% | +4.4% |
| 3M | -4.4% | -7.6% | +3.2% | +4.9% |
| 6M | +26.5% | -6.7% | +33.2% | +37.8% |
| YTD | +20.0% | -2.5% | +22.6% | +25.1% |
| 1Y | +16.9% | -2.1% | +18.9% | +21.6% |
| 3Y | +288.5% | +68.6% | +219.9% | +128.3% |
| 5Y | +310.3% | +55.8% | +254.5% | +156.3% |
| 10Y | +951.3% | +383.3% | +568.0% | +78.5% |
| All | +13,234.3% | +671.5% | +12,562.9% | +1,309.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling