-28.3%
APTV vs IWD
+203.0%
-231.4%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.5% |
| 7D | -1.7% | +2.3% | -4.0% | -5.0% |
| 30D | -11.6% | +3.6% | -15.2% | -16.0% |
| 3M | -21.2% | +2.2% | -23.3% | -23.5% |
| 6M | -28.5% | +13.0% | -41.5% | -40.2% |
| YTD | -49.1% | +26.5% | -75.6% | -64.0% |
| 1Y | -52.2% | +30.1% | -82.3% | -67.5% |
| 3Y | -48.6% | +84.9% | -133.5% | -79.0% |
| 5Y | -77.3% | +73.4% | -150.6% | -89.4% |
| All | -28.3% | +203.0% | -231.4% | -85.3% |
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