+249.5%
APLD vs IFF
-27.0%
+276.4%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.7% | -2.6% | -3.8% |
| 7D | +19.6% | -6.9% | +26.5% | +24.4% |
| 30D | -24.5% | -8.9% | -15.6% | -21.2% |
| 3M | -45.6% | -3.7% | -41.9% | -45.3% |
| 6M | -61.4% | +3.5% | -64.9% | -63.5% |
| YTD | -30.9% | +21.2% | -52.1% | -41.9% |
| 1Y | -35.8% | +25.6% | -61.4% | -48.0% |
| 3Y | +261.4% | +19.7% | +241.7% | +178.0% |
| All | +249.5% | -27.0% | +276.4% | +413.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling