-1.7%
IP vs APD
+21.8%
-23.5%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.0% | +0.8% | +2.0% |
| 7D | -3.0% | -1.6% | -1.5% | -2.3% |
| 30D | +10.6% | +10.6% | 0.0% | +6.5% |
| 3M | -13.6% | +2.5% | -16.1% | -14.4% |
| 6M | +10.4% | +6.0% | +4.5% | +8.3% |
| YTD | -6.5% | +28.4% | -34.9% | -16.6% |
| All | -1.7% | +21.8% | -23.5% | -10.7% |
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 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