+167.3%
APD vs IFF
-20.3%
+187.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.2% | -0.6% |
| 7D | -3.3% | -3.2% | -0.1% | -2.1% |
| 30D | -4.2% | -0.3% | -3.9% | -4.1% |
| 3M | +5.4% | +8.4% | -3.0% | +1.9% |
| 6M | +6.3% | +23.0% | -16.8% | -3.4% |
| YTD | +20.3% | +25.5% | -5.1% | +7.9% |
| 1Y | +1.6% | +29.1% | -27.5% | -10.1% |
| 3Y | +4.0% | +31.7% | -27.6% | -10.3% |
| 5Y | +23.3% | -35.2% | +58.5% | +37.0% |
| All | +167.3% | -20.3% | +187.5% | +154.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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