+292.6%
APP vs IEF
-7.4%
+300.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.1% | +10.0% | +10.0% |
| 7D | +71.2% | +0.1% | +71.1% | +71.2% |
| 30D | +39.1% | +3.1% | +36.0% | +35.8% |
| 3M | +16.5% | -0.5% | +17.0% | +17.0% |
| 6M | -16.6% | -1.6% | -14.9% | -15.4% |
| YTD | -41.9% | -1.6% | -40.4% | -41.2% |
| 1Y | -37.0% | -1.5% | -35.6% | -36.3% |
| 3Y | +892.4% | +12.4% | +880.0% | +777.2% |
| All | +292.6% | -7.4% | +300.0% | +271.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling