+650.0%
IWF vs APD
+1,647.8%
-997.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.8% | +1.9% |
| 7D | -5.0% | -3.7% | -1.3% | -3.3% |
| 30D | -13.2% | +9.6% | -22.8% | -16.9% |
| 3M | -9.4% | +1.6% | -11.1% | -10.4% |
| 6M | -8.6% | +2.2% | -10.7% | -10.3% |
| YTD | -5.3% | +25.9% | -31.2% | -16.3% |
| 1Y | -5.0% | +20.1% | -25.1% | -14.7% |
| 3Y | +64.6% | +12.4% | +52.2% | +46.5% |
| 5Y | +50.8% | +11.1% | +39.7% | +32.9% |
| 10Y | +385.7% | +190.1% | +195.6% | +156.4% |
| All | +650.0% | +1,647.8% | -997.8% | +75.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling