-55.4%
APP vs IWF
-1.6%
-53.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +0.4% | +10.3% | +9.9% |
| 7D | +4.5% | -4.2% | +8.7% | +13.6% |
| 30D | -3.6% | -8.1% | +4.5% | +13.2% |
| 3M | -35.3% | -5.1% | -30.2% | -28.6% |
| 6M | -42.8% | -1.4% | -41.4% | -42.0% |
| YTD | -59.7% | -0.1% | -59.6% | -58.0% |
| 1Y | -55.4% | -1.3% | -54.1% | -52.1% |
| All | -55.4% | -1.6% | -53.7% | -52.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 1y: compounded portfolio wealth divided by compounded IWF 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…
1y analysis · Full analysis span regression · 6 months rolling