-2.6%
APA vs IAG
+401.0%
-403.6%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.1% | +0.8% | +2.7% |
| 7D | +0.3% | +1.7% | -1.4% | +0.1% |
| 30D | +9.3% | +11.4% | -2.1% | +8.0% |
| 3M | +23.3% | +33.0% | -9.7% | +19.0% |
| 6M | +39.5% | -6.0% | +45.5% | +38.6% |
| YTD | +87.6% | +24.6% | +63.1% | +79.0% |
| 1Y | +114.2% | +105.0% | +9.2% | +91.1% |
| 3Y | +13.6% | +837.9% | -824.3% | -19.6% |
| 5Y | +175.6% | +817.0% | -641.4% | +87.4% |
| 10Y | -2.6% | +425.3% | -428.0% | -31.3% |
| All | -2.6% | +401.0% | -403.6% | -31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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