+39.1%
IWM vs APP
+313.3%
-274.1%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.2% | -1.9% | 0.0% |
| 7D | +0.1% | +0.9% | -0.8% | 0.0% |
| 30D | -1.3% | -23.3% | +22.0% | +1.7% |
| 3M | +1.6% | -42.6% | +44.3% | +8.1% |
| 6M | +13.6% | -33.6% | +47.2% | +17.7% |
| YTD | +20.8% | -52.4% | +73.2% | +29.1% |
| 1Y | +26.4% | -35.9% | +62.3% | +28.8% |
| 3Y | +60.7% | +642.2% | -581.5% | +5.2% |
| All | +39.1% | +313.3% | -274.1% | -5.3% |
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