+403.2%
APLD vs IWF
+81.4%
+321.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | +4.1% | +0.5% | +3.5% | +2.9% |
| 30D | -11.7% | -0.4% | -11.3% | -10.6% |
| 3M | -40.3% | -2.6% | -37.7% | -34.8% |
| 6M | -8.0% | +9.1% | -17.1% | -20.0% |
| YTD | +7.5% | +4.5% | +3.1% | +3.9% |
| 1Y | +84.0% | +10.1% | +73.9% | +62.8% |
| All | +403.2% | +81.4% | +321.8% | +129.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling