+506.6%
APP vs IFF
-32.0%
+538.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.5% | -2.0% | -3.1% |
| 7D | +61.1% | -9.8% | +70.9% | +65.2% |
| 30D | +42.8% | -1.6% | +44.4% | +42.1% |
| 3M | +16.7% | -1.8% | +18.5% | +16.3% |
| 6M | -15.6% | +3.6% | -19.2% | -17.2% |
| YTD | -41.3% | +25.4% | -66.7% | -47.8% |
| 1Y | -39.3% | +35.4% | -74.7% | -48.2% |
| 3Y | +803.2% | +23.9% | +779.3% | +693.3% |
| 5Y | +313.2% | -37.1% | +350.3% | +393.1% |
| All | +506.6% | -32.0% | +538.6% | +578.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling