+22.9%
IP vs APD
+164.4%
-141.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.0% | +3.2% | +2.7% |
| 7D | -5.3% | -2.2% | -3.1% | -4.1% |
| 30D | -10.9% | +2.1% | -12.9% | -12.0% |
| 3M | +11.2% | +7.2% | +4.0% | +6.5% |
| 6M | -10.2% | +11.2% | -21.5% | -16.4% |
| YTD | -2.0% | +24.4% | -26.4% | -14.6% |
| 1Y | -19.1% | +6.7% | -25.8% | -23.2% |
| 3Y | +20.9% | +9.2% | +11.6% | +9.0% |
| 5Y | -17.8% | +27.4% | -45.2% | -35.5% |
| All | +22.9% | +164.4% | -141.4% | -44.7% |
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