+69.6%
IWM vs APD
+29.7%
+39.9%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.4% |
| 7D | +1.4% | +3.8% | -2.4% | +0.4% |
| 30D | +2.3% | +8.2% | -5.9% | +0.2% |
| 3M | -8.3% | +4.3% | -12.6% | -9.4% |
| 6M | -1.3% | +4.7% | -6.0% | -2.7% |
| YTD | +13.5% | +31.5% | -18.0% | +4.1% |
| 1Y | +18.4% | +23.5% | -5.1% | +10.5% |
| 3Y | +69.6% | +29.1% | +40.5% | +58.5% |
| All | +69.6% | +29.7% | +39.9% | +58.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling