+654.6%
APP vs IEF
+10.3%
+644.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.3% | +2.2% |
| 7D | +0.9% | -0.3% | +1.2% | +1.0% |
| 30D | -23.3% | -0.8% | -22.5% | -23.0% |
| 3M | -42.6% | -1.0% | -41.7% | -42.4% |
| 6M | -33.6% | -2.8% | -30.8% | -33.1% |
| YTD | -52.4% | -1.5% | -50.9% | -52.2% |
| 1Y | -35.9% | -0.4% | -35.5% | -35.8% |
| All | +654.6% | +10.3% | +644.3% | +571.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling