+421.3%
IWF vs APD
+162.9%
+258.4%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.4% | -0.1% |
| 7D | +0.5% | -4.6% | +5.1% | +2.5% |
| 30D | -1.4% | -4.2% | +2.8% | +0.3% |
| 3M | +0.4% | +5.0% | -4.5% | -2.1% |
| 6M | +8.5% | +8.9% | -0.5% | +3.6% |
| YTD | +3.7% | +21.9% | -18.2% | -6.0% |
| 1Y | +8.5% | +5.6% | +2.9% | +4.0% |
| 3Y | +78.5% | +6.9% | +71.6% | +64.9% |
| 5Y | +73.6% | +25.3% | +48.3% | +44.0% |
| 10Y | +421.3% | +169.1% | +252.2% | +177.2% |
| All | +421.3% | +162.9% | +258.4% | +177.2% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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