+193.5%
APTV vs IBN
+524.7%
-331.2%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.7% | +3.8% | +3.3% |
| 7D | +4.8% | +1.4% | +3.4% | +4.2% |
| 30D | +2.0% | -0.3% | +2.3% | +2.0% |
| 3M | -34.2% | +17.1% | -51.4% | -38.4% |
| 6M | -34.7% | +3.4% | -38.1% | -35.7% |
| YTD | -37.0% | +2.5% | -39.5% | -37.8% |
| 1Y | -40.4% | -4.2% | -36.2% | -39.8% |
| 3Y | -54.1% | +32.4% | -86.5% | -59.6% |
| 5Y | -68.0% | +59.2% | -127.2% | -73.7% |
| 10Y | -15.5% | +345.7% | -361.2% | -51.8% |
| All | +193.5% | +524.7% | -331.2% | +38.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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