+244.7%
APLD vs IWF
+79.8%
+164.9%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +2.9% | +4.6% | +1.1% |
| 7D | +3.1% | -1.0% | +4.1% | +6.7% |
| 30D | -29.4% | -10.1% | -19.3% | -8.2% |
| 3M | -42.8% | -7.6% | -35.2% | -29.3% |
| 6M | -59.5% | -6.7% | -52.7% | -49.3% |
| YTD | -31.8% | -2.5% | -29.3% | -19.7% |
| 1Y | -46.0% | -2.1% | -44.0% | -35.8% |
| 3Y | +252.0% | +68.6% | +183.4% | +65.0% |
| All | +244.7% | +79.8% | +164.9% | +31.0% |
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