-26.7%
APTV vs IWD
+203.8%
-230.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -4.3% | +1.6% | -5.9% | -6.4% |
| 30D | -9.7% | +3.6% | -13.2% | -14.1% |
| 3M | -20.6% | +2.0% | -22.6% | -22.7% |
| 6M | -31.7% | +13.1% | -44.8% | -42.9% |
| YTD | -48.0% | +26.2% | -74.2% | -63.1% |
| 1Y | -52.1% | +29.6% | -81.6% | -67.3% |
| 3Y | -47.9% | +84.3% | -132.2% | -78.6% |
| 5Y | -76.9% | +73.4% | -150.3% | -89.2% |
| 10Y | -26.7% | +202.4% | -229.2% | -85.1% |
| All | -26.7% | +203.8% | -230.5% | -85.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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