+520.8%
APP vs IWD
+88.0%
+432.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.4% | +1.9% | +1.6% |
| 7D | +48.9% | -0.6% | +49.5% | +48.7% |
| 30D | +49.4% | +3.6% | +45.8% | +39.1% |
| 3M | +27.0% | +2.7% | +24.4% | +20.2% |
| 6M | -15.4% | +13.2% | -28.6% | -33.4% |
| YTD | -39.9% | +26.8% | -66.7% | -61.7% |
| 1Y | -32.0% | +29.3% | -61.2% | -58.2% |
| 3Y | +824.3% | +85.1% | +739.2% | +196.4% |
| 5Y | +252.4% | +74.2% | +178.2% | +31.1% |
| All | +520.8% | +88.0% | +432.8% | +125.3% |
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