+446.2%
APP vs IWD
+84.1%
+362.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -2.6% | +33.6% | +35.6% |
| 7D | +39.7% | -0.9% | +40.6% | +40.6% |
| 30D | +27.7% | +2.6% | +25.1% | +20.7% |
| 3M | -14.8% | +1.2% | -16.0% | -17.4% |
| 6M | -25.5% | +12.1% | -37.6% | -40.6% |
| YTD | -47.2% | +24.1% | -71.3% | -65.1% |
| 1Y | -42.3% | +28.5% | -70.8% | -64.3% |
| 3Y | +806.8% | +79.5% | +727.3% | +207.5% |
| 5Y | +261.6% | +70.3% | +191.3% | +39.5% |
| All | +446.2% | +84.1% | +362.1% | +105.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling