+528.8%
APP vs IWF
+83.4%
+445.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.9% | +1.9% | -0.4% |
| 7D | +79.2% | -1.0% | +80.2% | +76.7% |
| 30D | +48.0% | -10.1% | +58.1% | +75.4% |
| 3M | +18.2% | -7.6% | +25.8% | +32.5% |
| 6M | -12.5% | -6.7% | -5.8% | -3.3% |
| YTD | -39.2% | -2.5% | -36.6% | -36.9% |
| 1Y | -33.9% | -2.1% | -31.8% | -31.6% |
| 3Y | +933.3% | +68.6% | +864.6% | +326.4% |
| 5Y | +295.9% | +55.8% | +240.1% | +98.2% |
| All | +528.8% | +83.4% | +445.5% | +133.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling