+168.0%
IWM vs APTV
-18.0%
+186.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.7% | +1.3% | -0.4% |
| 7D | -1.1% | -1.2% | 0.0% | -0.8% |
| 30D | -3.1% | -10.6% | +7.5% | +0.7% |
| 3M | +2.2% | -35.0% | +37.2% | +18.0% |
| 6M | +15.1% | -38.9% | +54.0% | +34.2% |
| YTD | +18.6% | -41.5% | +60.1% | +39.8% |
| 1Y | +24.0% | -45.8% | +69.8% | +50.2% |
| 3Y | +63.7% | -55.7% | +119.4% | +106.1% |
| 5Y | +38.2% | -70.1% | +108.3% | +95.1% |
| All | +168.0% | -18.0% | +186.0% | +166.1% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 10y: compounded portfolio wealth divided by compounded APTV 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…
10y analysis · Full analysis span regression · 6 months rolling