+166.9%
IWM vs APA
-0.7%
+167.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.8% | -2.3% | -0.8% |
| 7D | +1.4% | -1.7% | +3.1% | +1.7% |
| 30D | -2.3% | +15.7% | -18.0% | -5.2% |
| 3M | +4.0% | +16.5% | -12.5% | +0.3% |
| 6M | +17.9% | +35.1% | -17.2% | +9.2% |
| YTD | +20.2% | +82.2% | -62.0% | +4.2% |
| 1Y | +25.0% | +102.5% | -77.5% | +5.2% |
| 3Y | +66.0% | +10.3% | +55.7% | +53.5% |
| 5Y | +40.0% | +166.1% | -126.1% | +4.6% |
| 10Y | +166.9% | -4.9% | +171.7% | +93.1% |
| All | +166.9% | -0.7% | +167.6% | +93.1% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded APA 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling