+39.1%
IWM vs APH
+120.4%
-81.3%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -47.8% | +48.5% | +14.6% |
| 7D | -1.3% | -48.7% | +47.4% | +13.2% |
| 30D | -1.3% | -51.9% | +50.7% | +16.2% |
| 3M | +1.6% | -43.6% | +45.2% | +10.4% |
| 6M | +13.6% | -37.5% | +51.1% | +16.3% |
| YTD | +20.8% | -38.6% | +59.4% | +21.3% |
| 1Y | +26.4% | -26.3% | +52.7% | +13.2% |
| 3Y | +60.7% | +89.2% | -28.5% | -27.7% |
| All | +39.1% | +120.4% | -81.3% | -45.5% |
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