+4.4%
APA vs IRM
+524.5%
-520.1%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.9% | +0.1% | +1.0% |
| 7D | +9.6% | +8.6% | +1.0% | +5.2% |
| 30D | -0.2% | 0.0% | -0.2% | -0.9% |
| 3M | +19.8% | -7.1% | +27.0% | +22.8% |
| 6M | +30.1% | -7.9% | +37.9% | +32.1% |
| YTD | +100.4% | +41.3% | +59.1% | +57.0% |
| 1Y | +105.2% | +20.7% | +84.5% | +74.8% |
| 3Y | +44.6% | +112.2% | -67.5% | -18.2% |
| 5Y | +88.8% | +191.2% | -102.4% | -15.4% |
| All | +4.4% | +524.5% | -520.1% | -67.3% |
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