-55.4%
APP vs IFF
+44.8%
-100.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -4.9% | +15.6% | +9.6% |
| 7D | +4.5% | -3.3% | +7.8% | +3.8% |
| 30D | -3.6% | +5.3% | -8.9% | -2.9% |
| 3M | -35.3% | +8.9% | -44.1% | -33.9% |
| 6M | -42.8% | +26.3% | -69.1% | -37.3% |
| YTD | -59.7% | +32.2% | -91.8% | -53.6% |
| 1Y | -55.4% | +45.8% | -101.1% | -45.2% |
| All | -55.4% | +44.8% | -100.2% | -45.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling