-0.1%
APA vs IRM
+481.3%
-481.4%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.3% | +1.3% |
| 7D | -5.5% | -5.1% | -0.5% | -3.6% |
| 30D | -1.2% | -3.3% | +2.1% | -0.2% |
| 3M | +10.6% | -8.2% | +18.7% | +13.7% |
| 6M | +28.4% | -12.8% | +41.2% | +33.9% |
| YTD | +89.7% | +36.6% | +53.1% | +51.1% |
| 1Y | +90.6% | +11.9% | +78.7% | +69.1% |
| 3Y | +36.9% | +105.1% | -68.2% | -21.3% |
| 5Y | +83.2% | +182.4% | -99.2% | -16.7% |
| 10Y | -0.1% | +505.1% | -505.3% | -68.0% |
| All | -0.1% | +481.3% | -481.4% | -68.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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