+25.0%
IWM vs APA
+96.0%
-71.0%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.8% | -2.3% | -0.4% |
| 7D | +1.4% | -1.7% | +3.1% | +1.3% |
| 30D | -2.3% | +15.7% | -18.0% | -1.5% |
| 3M | +4.0% | +16.5% | -12.5% | +5.0% |
| 6M | +17.9% | +35.1% | -17.2% | +17.2% |
| YTD | +20.2% | +82.2% | -62.0% | +16.5% |
| 1Y | +25.0% | +102.5% | -77.5% | +21.2% |
| All | +25.0% | +96.0% | -71.0% | +21.2% |
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 2025-09-08 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling