+503.8%
APP vs IWD
+87.2%
+416.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.3% | -2.0% |
| 7D | +10.6% | +1.7% | +8.9% | +7.4% |
| 30D | +44.6% | +3.2% | +41.4% | +35.5% |
| 3M | +29.6% | +2.3% | +27.3% | +23.4% |
| 6M | -19.8% | +12.9% | -32.7% | -36.6% |
| YTD | -41.6% | +26.2% | -67.8% | -62.5% |
| 1Y | -32.7% | +28.3% | -61.0% | -58.1% |
| 3Y | +799.0% | +84.4% | +714.6% | +190.4% |
| 5Y | +250.4% | +73.0% | +177.4% | +31.4% |
| All | +503.8% | +87.2% | +416.6% | +120.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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