+169.2%
IWM vs APH
+1,060.9%
-891.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | -0.2% |
| 7D | +0.1% | +5.0% | -4.9% | -2.6% |
| 30D | -1.3% | -3.9% | +2.6% | +0.5% |
| 3M | +1.6% | +13.0% | -11.4% | -6.7% |
| 6M | +13.6% | +25.2% | -11.6% | -3.2% |
| YTD | +20.8% | +22.9% | -2.2% | +0.7% |
| 1Y | +26.4% | +47.8% | -21.4% | -7.8% |
| 3Y | +60.7% | +283.0% | -222.3% | -43.2% |
| 5Y | +38.2% | +349.7% | -311.5% | -57.1% |
| All | +169.2% | +1,060.9% | -891.6% | -58.4% |
Cumulative growth
Daily Returns
Daily percentage return beside APH.
Daily Out/Under-Performance
Portfolio return minus APH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APH 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 10y: compounded portfolio wealth divided by compounded APH 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…
10y analysis · Full analysis span regression · 6 months rolling