+391.7%
APP vs IWF
+96.6%
+295.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.3% |
| 7D | +0.9% | +0.5% | +0.3% | -0.3% |
| 30D | -23.3% | -0.4% | -22.9% | -22.7% |
| 3M | -42.6% | -2.6% | -40.0% | -39.6% |
| 6M | -33.6% | +9.1% | -42.8% | -43.8% |
| YTD | -52.4% | +4.5% | -56.9% | -55.3% |
| 1Y | -35.9% | +10.1% | -46.0% | -45.3% |
| 3Y | +642.2% | +77.6% | +564.6% | +186.9% |
| 5Y | +311.1% | +73.7% | +237.4% | +74.9% |
| All | +391.7% | +96.6% | +295.1% | +65.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling