-5.0%
IWF vs APD
+22.2%
-27.2%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.2% | -0.9% |
| 7D | -2.9% | -0.2% | -2.7% | -2.9% |
| 30D | -10.9% | +11.0% | -21.9% | -10.5% |
| 3M | -8.1% | +1.3% | -9.4% | -7.9% |
| 6M | -7.5% | +6.4% | -13.9% | -7.5% |
| YTD | -3.4% | +28.9% | -32.3% | -3.4% |
| 1Y | -5.0% | +23.2% | -28.2% | -4.8% |
| All | -5.0% | +22.2% | -27.2% | -4.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling