+229.3%
APLD vs IWF
+79.7%
+149.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.1% | -4.7% | -3.3% |
| 7D | +2.7% | +2.8% | -0.1% | -2.9% |
| 30D | -21.4% | -7.5% | -13.9% | -3.8% |
| 3M | -47.8% | -8.5% | -39.4% | -34.0% |
| 6M | -64.9% | -7.4% | -57.5% | -55.3% |
| YTD | -34.9% | -2.6% | -32.2% | -22.9% |
| 1Y | -30.7% | -1.8% | -28.9% | -18.1% |
| 3Y | +305.3% | +65.5% | +239.9% | +97.9% |
| All | +229.3% | +79.7% | +149.6% | +25.7% |
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