+73.8%
IWF vs APD
+26.2%
+47.6%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | 0.0% |
| 7D | +1.5% | -2.5% | +4.0% | +2.2% |
| 30D | -1.3% | -1.9% | +0.6% | -0.8% |
| 3M | +0.1% | +8.2% | -8.1% | -2.6% |
| 6M | +10.3% | +10.7% | -0.5% | +6.1% |
| YTD | +4.2% | +22.9% | -18.8% | -3.5% |
| 1Y | +9.3% | +5.8% | +3.5% | +6.3% |
| 3Y | +79.3% | +7.8% | +71.6% | +70.8% |
| 5Y | +73.8% | +26.1% | +47.7% | +38.0% |
| All | +73.8% | +26.2% | +47.6% | +38.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling