+20.0%
IWM vs APP
+296.6%
-276.6%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +9.9% | -8.9% | -0.2% |
| 7D | -2.0% | +71.2% | -73.2% | -8.9% |
| 30D | -1.5% | +39.1% | -40.5% | -6.1% |
| 3M | -8.0% | +16.5% | -24.6% | -10.5% |
| 6M | -4.1% | -16.6% | +12.5% | -3.8% |
| YTD | +11.9% | -41.9% | +53.9% | +15.8% |
| 1Y | +15.0% | -37.0% | +52.1% | +17.4% |
| 3Y | +64.2% | +892.4% | -828.2% | +2.1% |
| All | +20.0% | +296.6% | -276.6% | -17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside APP.
Daily Out/Under-Performance
Portfolio return minus APP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APP 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 APP 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