+653.5%
APP vs IWD
+70.7%
+582.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.7% | +2.9% | +3.3% |
| 7D | +0.9% | -0.3% | +1.2% | +1.3% |
| 30D | -23.3% | +0.6% | -23.9% | -24.1% |
| 3M | -42.6% | +7.2% | -49.9% | -49.2% |
| 6M | -33.6% | +16.2% | -49.8% | -49.4% |
| YTD | -52.4% | +23.3% | -75.8% | -67.3% |
| 1Y | -35.9% | +29.6% | -65.5% | -59.7% |
| All | +653.5% | +70.7% | +582.9% | +188.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling