+756.6%
IWM vs APD
+1,724.9%
-968.3%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -2.0% | -1.8% |
| 7D | +2.8% | +2.2% | +0.6% | +1.6% |
| 30D | +0.6% | +9.4% | -8.8% | -4.1% |
| 3M | -7.8% | +4.7% | -12.4% | -10.2% |
| 6M | -1.0% | +5.5% | -6.5% | -4.6% |
| YTD | +13.9% | +31.4% | -17.5% | -3.5% |
| 1Y | +15.4% | +24.1% | -8.7% | +0.4% |
| 3Y | +70.2% | +28.8% | +41.5% | +39.9% |
| 5Y | +23.7% | +15.8% | +7.9% | +5.4% |
| 10Y | +147.8% | +191.6% | -43.9% | +18.7% |
| All | +756.6% | +1,724.9% | -968.3% | +72.1% |
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