+619.5%
APP vs IFF
+30.1%
+589.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.7% | -1.9% |
| 7D | -4.4% | -3.0% | -1.4% | -3.8% |
| 30D | -10.0% | -0.9% | -9.1% | -9.8% |
| 3M | -41.4% | +11.8% | -53.3% | -42.2% |
| 6M | -41.0% | +16.5% | -57.6% | -42.5% |
| YTD | -54.7% | +26.5% | -81.2% | -57.9% |
| 1Y | -45.3% | +32.7% | -78.0% | -50.7% |
| All | +619.5% | +30.1% | +589.4% | +570.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling