-3.7%
APA vs IFF
-20.3%
+16.6%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +1.0% | +0.7% |
| 7D | +4.6% | -3.2% | +7.8% | +5.9% |
| 30D | +11.9% | -0.3% | +12.2% | +11.8% |
| 3M | +22.5% | +8.4% | +14.0% | +16.8% |
| 6M | +37.5% | +23.0% | +14.5% | +19.2% |
| YTD | +87.2% | +25.5% | +61.7% | +59.2% |
| 1Y | +101.4% | +29.1% | +72.4% | +68.0% |
| 3Y | +16.9% | +31.7% | -14.7% | -8.1% |
| 5Y | +178.4% | -35.2% | +213.7% | +214.4% |
| All | -3.7% | -20.3% | +16.6% | -3.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling