+163.7%
APD vs IBN
+312.4%
-148.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.5% | +1.4% | -0.5% |
| 7D | -2.5% | -2.2% | -0.3% | -1.9% |
| 30D | -1.9% | -2.3% | +0.4% | -1.3% |
| 3M | +8.2% | +15.9% | -7.6% | +4.0% |
| 6M | +10.7% | +5.6% | +5.2% | +8.7% |
| YTD | +22.9% | -0.1% | +23.0% | +22.4% |
| 1Y | +5.8% | -6.5% | +12.3% | +7.0% |
| 3Y | +7.8% | +29.3% | -21.5% | -1.5% |
| 5Y | +26.1% | +56.6% | -30.5% | +8.3% |
| 10Y | +163.7% | +314.4% | -150.7% | +80.2% |
| All | +163.7% | +312.4% | -148.7% | +80.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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