-1.1%
IP vs APD
+31.1%
-32.2%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.9% | -1.0% | -2.8% |
| 7D | -5.0% | -0.7% | -4.2% | -4.6% |
| 30D | +6.5% | +10.1% | -3.6% | +3.1% |
| 3M | -18.0% | +4.9% | -22.9% | -19.3% |
| 6M | +10.3% | +2.5% | +7.9% | +9.5% |
| YTD | -9.9% | +27.8% | -37.7% | -17.5% |
| 1Y | -1.1% | +32.9% | -33.9% | -11.8% |
| All | -1.1% | +31.1% | -32.2% | -11.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling