+73.2%
APA vs IBN
+70.2%
+3.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.8% | -0.5% |
| 7D | -8.7% | +14.6% | -23.4% | -11.5% |
| 30D | -2.4% | +23.5% | -25.9% | -7.1% |
| 3M | +19.0% | +14.0% | +5.0% | +15.3% |
| 6M | +26.8% | +31.1% | -4.3% | +17.9% |
| YTD | +87.3% | +16.6% | +70.8% | +79.7% |
| 1Y | +92.3% | +14.9% | +77.4% | +85.6% |
| 3Y | +37.3% | +56.9% | -19.6% | +11.3% |
| 5Y | +73.2% | +69.7% | +3.5% | +34.9% |
| All | +73.2% | +70.2% | +3.0% | +34.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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