+500.0%
APP vs IWF
+78.2%
+421.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +1.3% | +8.6% | +7.6% |
| 7D | +71.2% | -5.0% | +76.2% | +81.7% |
| 30D | +39.1% | -13.2% | +52.3% | +75.6% |
| 3M | +16.5% | -9.4% | +26.0% | +35.2% |
| 6M | -16.6% | -8.6% | -8.0% | -4.7% |
| YTD | -41.9% | -5.3% | -36.6% | -36.7% |
| 1Y | -37.0% | -5.0% | -32.1% | -31.3% |
| 3Y | +892.4% | +64.6% | +827.8% | +327.5% |
| 5Y | +297.3% | +50.8% | +246.5% | +110.4% |
| All | +500.0% | +78.2% | +421.9% | +134.8% |
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