+20.0%
IWM vs APH
+280.5%
-260.5%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.1% | -3.1% | -0.7% |
| 7D | -2.0% | -5.9% | +3.9% | +0.1% |
| 30D | -1.5% | -14.8% | +13.4% | +4.6% |
| 3M | -8.0% | -12.4% | +4.4% | -4.0% |
| 6M | -4.1% | +8.1% | -12.2% | -10.1% |
| YTD | +11.9% | +10.9% | +1.0% | +0.1% |
| 1Y | +15.0% | +8.8% | +6.3% | +3.5% |
| 3Y | +64.2% | +262.1% | -197.9% | -37.2% |
| All | +20.0% | +280.5% | -260.5% | -57.3% |
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