+808.3%
IWM vs APH
+6,191.2%
-5,382.9%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -47.8% | +48.5% | +21.1% |
| 7D | -1.3% | -48.7% | +47.4% | +19.7% |
| 30D | -1.3% | -51.9% | +50.7% | +23.0% |
| 3M | +1.6% | -43.6% | +45.2% | +16.4% |
| 6M | +13.6% | -37.5% | +51.1% | +22.6% |
| YTD | +20.8% | -38.6% | +59.4% | +28.9% |
| 1Y | +26.4% | -26.3% | +52.7% | +22.6% |
| 3Y | +60.7% | +89.2% | -28.5% | -3.7% |
| 5Y | +38.2% | +119.8% | -81.6% | -22.8% |
| 10Y | +169.5% | +454.3% | -284.8% | -0.6% |
| All | +808.3% | +6,191.2% | -5,382.9% | +27.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling