+500.0%
APP vs IWD
+83.4%
+416.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.4% | +10.2% | +10.5% |
| 7D | +71.2% | -0.5% | +71.7% | +70.5% |
| 30D | +39.1% | +2.7% | +36.4% | +31.2% |
| 3M | +16.5% | +0.9% | +15.7% | +13.5% |
| 6M | -16.6% | +10.5% | -27.1% | -31.8% |
| YTD | -41.9% | +23.7% | -65.6% | -61.5% |
| 1Y | -37.0% | +28.7% | -65.8% | -61.2% |
| 3Y | +892.4% | +79.7% | +812.7% | +235.4% |
| 5Y | +297.3% | +69.7% | +227.6% | +54.2% |
| All | +500.0% | +83.4% | +416.6% | +127.0% |
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