+333.0%
APP vs IWD
+73.6%
+259.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.7% | +2.9% | +3.5% |
| 7D | +0.9% | -0.3% | +1.2% | +1.3% |
| 30D | -23.3% | +0.6% | -23.9% | -24.2% |
| 3M | -42.6% | +7.2% | -49.9% | -50.0% |
| 6M | -33.6% | +16.2% | -49.8% | -50.9% |
| YTD | -52.4% | +23.3% | -75.8% | -68.5% |
| 1Y | -35.9% | +29.6% | -65.5% | -61.5% |
| 3Y | +642.2% | +70.5% | +571.8% | +164.3% |
| All | +333.0% | +73.6% | +259.3% | +58.0% |
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 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