+25.4%
IP vs APD
+190.3%
-164.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.9% | -1.0% | -2.3% |
| 7D | -5.0% | -0.7% | -4.2% | -4.5% |
| 30D | +6.5% | +10.1% | -3.6% | +0.9% |
| 3M | -18.0% | +4.9% | -22.9% | -20.3% |
| 6M | +10.3% | +2.5% | +7.9% | +8.3% |
| YTD | -9.9% | +27.8% | -37.7% | -22.7% |
| 1Y | -1.1% | +32.9% | -33.9% | -17.5% |
| 3Y | +13.0% | +13.4% | -0.4% | -0.3% |
| 5Y | -12.3% | +12.8% | -25.1% | -24.1% |
| All | +25.4% | +190.3% | -164.8% | -44.0% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 10y: compounded portfolio wealth divided by compounded APD 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…
10y analysis · Full analysis span regression · 6 months rolling