-42.3%
APP vs IP
-1.7%
-40.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -4.0% | +35.0% | +30.9% |
| 7D | +39.7% | -5.0% | +44.7% | +39.5% |
| 30D | +27.7% | +6.5% | +21.2% | +26.9% |
| 3M | -14.8% | -18.0% | +3.3% | -15.6% |
| 6M | -25.5% | +10.3% | -35.8% | -23.1% |
| YTD | -47.2% | -9.9% | -37.3% | -45.7% |
| 1Y | -42.3% | -1.1% | -41.2% | -38.9% |
| All | -42.3% | -1.7% | -40.6% | -38.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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