+103.5%
APLD vs IWF
+9.4%
+94.1%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.3% | +7.7% | +8.3% |
| 7D | +16.6% | +1.5% | +15.1% | +11.4% |
| 30D | -3.1% | -1.3% | -1.8% | +1.0% |
| 3M | -30.9% | +0.1% | -31.0% | -29.8% |
| 6M | +12.6% | +10.3% | +2.3% | -13.9% |
| YTD | +15.5% | +4.2% | +11.3% | +4.9% |
| 1Y | +103.5% | +9.3% | +94.2% | +49.0% |
| All | +103.5% | +9.4% | +94.1% | +49.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling