+243.9%
APLD vs IEF
+1.1%
+242.9%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.6% | +0.6% |
| 7D | -6.3% | -0.2% | -6.2% | -6.3% |
| 30D | -29.6% | +1.8% | -31.4% | -31.1% |
| 3M | -42.6% | -1.2% | -41.4% | -42.0% |
| 6M | -59.6% | -2.5% | -57.1% | -58.5% |
| YTD | -32.0% | -2.5% | -29.5% | -30.1% |
| 1Y | -46.9% | -2.3% | -44.7% | -45.6% |
| 3Y | +255.7% | +11.3% | +244.4% | +218.3% |
| All | +243.9% | +1.1% | +242.9% | +243.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 IEF 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