-45.3%
APP vs IEF
-1.5%
-43.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -1.9% |
| 7D | -4.4% | -0.3% | -4.1% | -4.0% |
| 30D | -10.0% | -0.6% | -9.4% | -9.4% |
| 3M | -41.4% | -1.0% | -40.4% | -40.6% |
| 6M | -41.0% | -3.1% | -37.9% | -41.3% |
| YTD | -54.7% | -1.9% | -52.9% | -54.2% |
| 1Y | -45.3% | -1.4% | -44.0% | -45.4% |
| All | -45.3% | -1.5% | -43.8% | -45.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling