+378.5%
APP vs IWF
+96.0%
+282.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.4% | -2.1% |
| 7D | +0.1% | +1.5% | -1.4% | -2.8% |
| 30D | -10.0% | -1.3% | -8.8% | -8.0% |
| 3M | -44.6% | +0.1% | -44.8% | -44.6% |
| 6M | -37.9% | +10.3% | -48.1% | -48.4% |
| YTD | -53.7% | +4.2% | -57.8% | -56.2% |
| 1Y | -43.0% | +9.3% | -52.3% | -50.7% |
| 3Y | +640.8% | +79.3% | +561.4% | +181.5% |
| 5Y | +358.8% | +73.8% | +285.1% | +95.6% |
| All | +378.5% | +96.0% | +282.6% | +62.4% |
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