+64.6%
IWF vs APD
+11.7%
+53.0%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.8% | +1.5% |
| 7D | -5.0% | -3.7% | -1.3% | -4.5% |
| 30D | -13.2% | +9.6% | -22.8% | -14.3% |
| 3M | -9.4% | +1.6% | -11.1% | -9.7% |
| 6M | -8.6% | +2.2% | -10.7% | -9.0% |
| YTD | -5.3% | +25.9% | -31.2% | -9.3% |
| 1Y | -5.0% | +20.1% | -25.1% | -8.3% |
| 3Y | +64.6% | +12.4% | +52.2% | +59.5% |
| All | +64.6% | +11.7% | +53.0% | +59.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling