+329.1%
APP vs IWF
+72.9%
+256.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.8% | -1.3% |
| 7D | -4.4% | +0.5% | -4.9% | -5.4% |
| 30D | -10.0% | -1.4% | -8.6% | -7.7% |
| 3M | -41.4% | +0.4% | -41.9% | -41.8% |
| 6M | -41.0% | +8.5% | -49.5% | -49.6% |
| YTD | -54.7% | +3.7% | -58.4% | -56.8% |
| 1Y | -45.3% | +8.5% | -53.8% | -52.2% |
| 3Y | +624.3% | +78.5% | +545.7% | +173.0% |
| 5Y | +329.1% | +73.6% | +255.5% | +88.1% |
| All | +329.1% | +72.9% | +256.3% | +88.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling