+1,046.0%
APH vs IFF
-19.6%
+1,065.6%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | 0.0% |
| 7D | +1.6% | -3.0% | +4.6% | +2.7% |
| 30D | -3.0% | -0.9% | -2.1% | -2.8% |
| 3M | +5.7% | +11.8% | -6.1% | +1.1% |
| 6M | +20.0% | +16.5% | +3.4% | +12.1% |
| YTD | +20.8% | +26.5% | -5.7% | +9.0% |
| 1Y | +40.2% | +32.7% | +7.5% | +23.8% |
| 3Y | +288.1% | +32.0% | +256.1% | +232.6% |
| 5Y | +352.5% | -36.1% | +388.6% | +405.3% |
| All | +1,046.0% | -19.6% | +1,065.6% | +991.2% |
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