+727.5%
IWF vs APD
+1,627.4%
-899.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.4% |
| 7D | +0.5% | -2.2% | +2.8% | +1.6% |
| 30D | -0.4% | +2.1% | -2.5% | -1.5% |
| 3M | -2.6% | +7.2% | -9.8% | -6.3% |
| 6M | +9.1% | +11.2% | -2.1% | +2.8% |
| YTD | +4.5% | +24.4% | -19.9% | -7.0% |
| 1Y | +10.1% | +6.7% | +3.4% | +4.3% |
| 3Y | +77.6% | +9.2% | +68.4% | +60.4% |
| 5Y | +73.7% | +27.4% | +46.4% | +43.2% |
| 10Y | +411.5% | +164.8% | +246.7% | +182.6% |
| All | +727.5% | +1,627.4% | -899.8% | +95.4% |
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