+19.2%
IWM vs APH
+274.6%
-255.4%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -9.3% | +4.7% | -0.8% |
| 7D | -4.6% | -12.7% | +8.1% | +0.5% |
| 30D | -3.7% | -19.2% | +15.5% | +4.4% |
| 3M | -9.4% | -16.7% | +7.3% | -3.4% |
| 6M | -3.6% | +5.1% | -8.8% | -8.7% |
| YTD | +10.8% | +6.6% | +4.3% | +0.8% |
| 1Y | +11.9% | +3.9% | +8.0% | +2.7% |
| 3Y | +60.6% | +246.0% | -185.5% | -37.3% |
| 5Y | +19.2% | +268.0% | -248.8% | -56.9% |
| All | +19.2% | +274.6% | -255.4% | -56.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling