+23.8%
IWM vs APA
+94.1%
-70.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -2.0% | -0.6% |
| 7D | +1.4% | +8.5% | -7.1% | -0.1% |
| 30D | +2.3% | +2.8% | -0.5% | +1.5% |
| 3M | -8.3% | +21.7% | -30.0% | -12.1% |
| 6M | -1.3% | +32.6% | -33.9% | -7.7% |
| YTD | +13.5% | +103.7% | -90.2% | -5.2% |
| 1Y | +18.4% | +101.8% | -83.4% | -1.1% |
| 3Y | +69.6% | +48.1% | +21.6% | +45.9% |
| All | +23.8% | +94.1% | -70.3% | -4.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling