+763.2%
IWM vs APD
+1,702.1%
-938.9%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -4.9% |
| 3M | -6.2% | +2.0% | -8.2% | -7.4% |
| 6M | -0.8% | +7.1% | -7.8% | -5.2% |
| YTD | +14.8% | +29.8% | -15.0% | -2.1% |
| 1Y | +16.1% | +24.0% | -7.9% | +1.1% |
| 3Y | +71.5% | +27.2% | +44.4% | +42.0% |
| 5Y | +25.8% | +12.8% | +13.0% | +8.7% |
| 10Y | +155.4% | +185.0% | -29.6% | +23.9% |
| All | +763.2% | +1,702.1% | -938.9% | +74.6% |
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