+356.7%
IP vs APD
+6,115.6%
-5,759.0%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.0% | +3.2% | +2.8% |
| 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% | -14.5% |
| 1Y | -19.1% | +6.7% | -25.8% | -23.3% |
| 3Y | +20.9% | +9.2% | +11.6% | +8.8% |
| 5Y | -17.8% | +27.4% | -45.2% | -33.9% |
| 10Y | +23.5% | +164.8% | -141.3% | -36.0% |
| All | +356.7% | +6,115.6% | -5,759.0% | -43.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling