+292.6%
APP vs IWD
+68.9%
+223.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +30.8% |
| 3M | +16.5% | +0.9% | +15.7% | +13.3% |
| 6M | -16.6% | +10.5% | -27.1% | -32.5% |
| YTD | -41.9% | +23.7% | -65.6% | -62.3% |
| 1Y | -37.0% | +28.7% | -65.8% | -62.3% |
| 3Y | +892.4% | +79.7% | +812.7% | +209.4% |
| All | +292.6% | +68.9% | +223.7% | +47.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling