+741.9%
IWM vs APA
+166.4%
+575.5%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.6% | -1.7% | +0.3% |
| 7D | -2.0% | -15.5% | +13.5% | +2.0% |
| 30D | -1.5% | +2.4% | -3.8% | -2.4% |
| 3M | -8.0% | +22.8% | -30.8% | -13.4% |
| 6M | -4.1% | +17.9% | -22.0% | -9.6% |
| YTD | +11.9% | +87.7% | -75.7% | -7.9% |
| 1Y | +15.0% | +94.2% | -79.2% | -6.4% |
| 3Y | +64.2% | +27.2% | +37.0% | +42.9% |
| 5Y | +20.4% | +74.1% | -53.7% | -8.7% |
| 10Y | +168.0% | +2.6% | +165.3% | +80.9% |
| All | +741.9% | +166.4% | +575.5% | +360.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling