+155.4%
IWM vs APD
+187.0%
-31.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.9% |
| 7D | +0.3% | -0.2% | +0.5% | +0.4% |
| 30D | +0.6% | +11.0% | -10.4% | -4.2% |
| 3M | -6.2% | +1.3% | -7.5% | -6.9% |
| 6M | -0.8% | +6.4% | -7.1% | -4.3% |
| YTD | +14.8% | +28.9% | -14.2% | +0.2% |
| 1Y | +16.1% | +23.2% | -7.1% | +3.2% |
| 3Y | +71.5% | +26.3% | +45.2% | +45.9% |
| 5Y | +25.8% | +12.0% | +13.7% | +11.1% |
| 10Y | +155.4% | +183.2% | -27.8% | +33.3% |
| All | +155.4% | +187.0% | -31.6% | +33.3% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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