+5.8%
APA vs IP
+21.5%
-15.7%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.2% | -5.4% | -3.6% |
| 7D | +0.5% | -5.3% | +5.8% | +1.5% |
| 30D | +23.4% | -10.9% | +34.3% | +25.9% |
| 3M | +12.7% | +11.2% | +1.5% | +8.1% |
| 6M | +39.4% | -10.2% | +49.6% | +43.1% |
| YTD | +79.0% | -2.0% | +80.9% | +75.6% |
| 1Y | +88.8% | -19.1% | +107.9% | +100.7% |
| All | +5.8% | +21.5% | -15.7% | -4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 3y: compounded portfolio wealth divided by compounded IP 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…
3y analysis · Full analysis span regression · 6 months rolling