+143.5%
IWM vs APH
+926.5%
-782.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | +0.6% |
| 7D | +1.4% | +4.9% | -3.5% | -1.2% |
| 30D | +2.3% | -5.4% | +7.7% | +4.2% |
| 3M | -8.3% | -5.5% | -2.9% | -7.2% |
| 6M | -1.3% | +25.9% | -27.2% | -16.5% |
| YTD | +13.5% | +16.4% | -2.8% | -3.9% |
| 1Y | +18.4% | +16.5% | +1.9% | -0.4% |
| 3Y | +69.6% | +270.9% | -201.2% | -40.2% |
| 5Y | +23.3% | +289.5% | -266.2% | -58.6% |
| All | +143.5% | +926.5% | -782.9% | -59.4% |
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