+20.0%
IWM vs APA
+71.7%
-51.7%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.6% | -1.7% | +0.5% |
| 7D | -2.0% | -15.5% | +13.5% | +0.9% |
| 30D | -1.5% | +2.4% | -3.8% | -2.2% |
| 3M | -8.0% | +22.8% | -30.8% | -12.1% |
| 6M | -4.1% | +17.9% | -22.0% | -8.3% |
| YTD | +11.9% | +87.7% | -75.7% | -5.2% |
| 1Y | +15.0% | +94.2% | -79.2% | -3.5% |
| 3Y | +64.2% | +27.2% | +37.0% | +45.7% |
| All | +20.0% | +71.7% | -51.7% | -4.8% |
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