+382.3%
APP vs IFF
-31.6%
+414.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.3% | +3.4% | +3.2% |
| 7D | +0.3% | -2.8% | +3.1% | +1.2% |
| 30D | -1.3% | -1.1% | -0.2% | -0.9% |
| 3M | -36.2% | +13.8% | -50.0% | -38.5% |
| 6M | -34.1% | +16.7% | -50.8% | -37.9% |
| YTD | -53.3% | +26.1% | -79.4% | -58.2% |
| 1Y | -44.5% | +33.5% | -78.1% | -52.0% |
| 3Y | +646.7% | +31.6% | +615.1% | +543.6% |
| 5Y | +306.4% | -34.9% | +341.3% | +380.4% |
| All | +382.3% | -31.6% | +414.0% | +443.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling