+64.2%
IWM vs APA
+24.2%
+40.0%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.6% | -1.7% | +0.6% |
| 7D | -2.0% | -15.5% | +13.5% | +0.1% |
| 30D | -1.5% | +2.4% | -3.8% | -2.0% |
| 3M | -8.0% | +22.8% | -30.8% | -11.2% |
| 6M | -4.1% | +17.9% | -22.0% | -7.3% |
| YTD | +11.9% | +87.7% | -75.7% | -3.7% |
| 1Y | +15.0% | +94.2% | -79.2% | -2.1% |
| 3Y | +64.2% | +27.2% | +37.0% | +54.6% |
| All | +64.2% | +24.2% | +40.0% | +54.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling