+329.1%
APP vs IFF
-35.9%
+365.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.7% | -1.7% |
| 7D | -4.4% | -3.0% | -1.4% | -3.4% |
| 30D | -10.0% | -0.9% | -9.1% | -9.7% |
| 3M | -41.4% | +11.8% | -53.3% | -43.3% |
| 6M | -41.0% | +16.5% | -57.6% | -44.5% |
| YTD | -54.7% | +26.5% | -81.2% | -59.7% |
| 1Y | -45.3% | +32.7% | -78.0% | -52.7% |
| 3Y | +624.3% | +32.0% | +592.3% | +519.3% |
| 5Y | +329.1% | -36.1% | +365.2% | +439.9% |
| All | +329.1% | -35.9% | +365.0% | +439.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling