+64.2%
IWM vs APD
+11.7%
+52.5%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.5% | +1.4% |
| 7D | -2.0% | -3.7% | +1.6% | -1.1% |
| 30D | -1.5% | +9.6% | -11.1% | -3.6% |
| 3M | -8.0% | +1.6% | -9.6% | -8.4% |
| 6M | -4.1% | +2.2% | -6.3% | -4.8% |
| YTD | +11.9% | +25.9% | -13.9% | +4.5% |
| 1Y | +15.0% | +20.1% | -5.1% | +8.6% |
| 3Y | +64.2% | +12.4% | +51.8% | +55.4% |
| All | +64.2% | +11.7% | +52.5% | +55.4% |
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