+413.4%
IWF vs APTV
-16.1%
+429.5%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.9% |
| 7D | -0.9% | -5.0% | +4.1% | +0.4% |
| 30D | -1.7% | -6.1% | +4.3% | -0.2% |
| 3M | +0.7% | -33.0% | +33.7% | +11.5% |
| 6M | +8.6% | -35.2% | +43.8% | +20.2% |
| YTD | +3.5% | -40.1% | +43.7% | +16.7% |
| 1Y | +7.0% | -45.6% | +52.6% | +23.9% |
| 3Y | +76.3% | -54.4% | +130.7% | +107.2% |
| 5Y | +74.8% | -68.9% | +143.7% | +122.9% |
| All | +413.4% | -16.1% | +429.5% | +408.0% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 10y: compounded portfolio wealth divided by compounded APTV 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…
10y analysis · Full analysis span regression · 6 months rolling