+391.7%
APP vs IBN
+107.2%
+284.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.7% | +2.9% | +2.7% |
| 7D | +0.9% | +1.4% | -0.5% | 0.0% |
| 30D | -23.3% | -0.3% | -22.9% | -23.2% |
| 3M | -42.6% | +17.1% | -59.8% | -48.3% |
| 6M | -33.6% | +3.4% | -37.0% | -35.3% |
| YTD | -52.4% | +2.5% | -55.0% | -53.7% |
| 1Y | -35.9% | -4.2% | -31.7% | -35.0% |
| 3Y | +642.2% | +32.4% | +609.8% | +477.8% |
| 5Y | +311.1% | +59.2% | +251.9% | +177.7% |
| All | +391.7% | +107.2% | +284.5% | +188.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling