-2.6%
APA vs IRM
+418.7%
-421.3%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.7% | +3.7% | +3.3% |
| 7D | +0.3% | +3.0% | -2.7% | -1.3% |
| 30D | +9.3% | -5.2% | +14.5% | +11.8% |
| 3M | +23.3% | -8.0% | +31.4% | +26.9% |
| 6M | +39.5% | +9.2% | +30.3% | +29.0% |
| YTD | +87.6% | +41.0% | +46.6% | +49.0% |
| 1Y | +114.2% | +23.3% | +91.0% | +82.0% |
| 3Y | +13.6% | +102.8% | -89.3% | -32.9% |
| 5Y | +175.6% | +192.8% | -17.2% | +25.7% |
| 10Y | -2.6% | +439.6% | -442.3% | -68.2% |
| All | -2.6% | +418.7% | -421.3% | -68.2% |
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