-19.1%
APTV vs IWD
+195.0%
-214.1%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.1% | -1.8% |
| 7D | -1.2% | -1.2% | 0.0% | +0.7% |
| 30D | -10.6% | -1.6% | -9.0% | -8.3% |
| 3M | -35.0% | +7.0% | -42.0% | -41.3% |
| 6M | -38.9% | +17.0% | -55.9% | -51.6% |
| YTD | -41.5% | +21.6% | -63.1% | -56.1% |
| 1Y | -45.8% | +28.0% | -73.8% | -62.3% |
| 3Y | -55.7% | +70.6% | -126.3% | -79.5% |
| 5Y | -70.1% | +73.3% | -143.5% | -86.0% |
| 10Y | -19.1% | +200.5% | -219.6% | -79.0% |
| All | -19.1% | +195.0% | -214.1% | -79.0% |
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