+906.8%
IWF vs APTV
+180.9%
+725.9%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.6% | +4.3% | +1.0% |
| 7D | +1.5% | +2.0% | -0.5% | +0.9% |
| 30D | -1.3% | -7.7% | +6.4% | +0.9% |
| 3M | +0.1% | -34.0% | +34.1% | +11.8% |
| 6M | +10.3% | -37.1% | +47.4% | +23.6% |
| YTD | +4.2% | -39.9% | +44.1% | +17.7% |
| 1Y | +9.3% | -44.4% | +53.7% | +26.2% |
| 3Y | +79.3% | -54.5% | +133.8% | +111.9% |
| 5Y | +73.8% | -69.1% | +142.9% | +124.0% |
| 10Y | +410.9% | -20.0% | +430.9% | +353.2% |
| All | +906.8% | +180.9% | +725.9% | +456.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling