+88.8%
APA vs IFF
+34.4%
+54.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.1% | -3.1% | -3.2% |
| 7D | +0.5% | -1.8% | +2.4% | 0.0% |
| 30D | +23.4% | -2.0% | +25.4% | +22.8% |
| 3M | +12.7% | +18.5% | -5.8% | +19.5% |
| 6M | +39.4% | +11.7% | +27.7% | +53.1% |
| YTD | +79.0% | +29.6% | +49.4% | +88.8% |
| 1Y | +88.8% | +35.0% | +53.9% | +94.0% |
| All | +88.8% | +34.4% | +54.4% | +94.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 1y: compounded portfolio wealth divided by compounded IFF 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…
1y analysis · Full analysis span regression · 6 months rolling