+808.3%
IWM vs APD
+1,627.4%
-819.1%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.2% | +0.8% |
| 7D | +0.1% | -2.2% | +2.3% | +1.3% |
| 30D | -1.3% | +2.1% | -3.3% | -2.5% |
| 3M | +1.6% | +7.2% | -5.6% | -2.8% |
| 6M | +13.6% | +11.2% | +2.3% | +6.0% |
| YTD | +20.8% | +24.4% | -3.6% | +5.5% |
| 1Y | +26.4% | +6.7% | +19.7% | +19.0% |
| 3Y | +60.7% | +9.2% | +51.4% | +43.8% |
| 5Y | +38.2% | +27.4% | +10.8% | +11.2% |
| 10Y | +169.5% | +164.8% | +4.6% | +36.3% |
| All | +808.3% | +1,627.4% | -819.1% | +88.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling