+168.1%
IWM vs APA
-2.5%
+170.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.2% | +3.5% | +0.9% |
| 7D | +0.1% | +0.5% | -0.5% | -0.1% |
| 30D | -1.3% | +23.4% | -24.7% | -5.5% |
| 3M | +1.6% | +12.7% | -11.1% | -1.4% |
| 6M | +13.6% | +39.4% | -25.9% | +4.4% |
| YTD | +20.8% | +79.0% | -58.2% | +5.0% |
| 1Y | +26.4% | +88.8% | -62.4% | +7.9% |
| 3Y | +60.7% | +6.4% | +54.3% | +49.7% |
| 5Y | +38.2% | +153.0% | -114.8% | +4.2% |
| All | +168.1% | -2.5% | +170.5% | +94.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling