+177.2%
APA vs IFF
-36.2%
+213.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | +0.8% | -2.8% | +3.6% | +1.2% |
| 30D | +9.6% | -1.1% | +10.7% | +9.8% |
| 3M | +18.0% | +13.8% | +4.2% | +14.5% |
| 6M | +41.9% | +16.7% | +25.2% | +34.8% |
| YTD | +86.3% | +26.1% | +60.2% | +72.2% |
| 1Y | +97.9% | +33.5% | +64.4% | +79.1% |
| 3Y | +12.8% | +31.6% | -18.8% | -0.2% |
| 5Y | +177.2% | -34.9% | +212.1% | +204.4% |
| All | +177.2% | -36.2% | +213.4% | +204.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling