+337.2%
IP vs APD
+6,478.8%
-6,141.6%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.9% | -0.4% | +0.4% |
| 7D | +3.4% | +3.8% | -0.4% | +1.3% |
| 30D | +11.2% | +14.1% | -2.9% | +3.2% |
| 3M | -14.8% | +8.2% | -23.0% | -18.6% |
| 6M | +17.3% | +7.5% | +9.7% | +11.9% |
| YTD | -6.2% | +31.7% | -37.8% | -20.8% |
| 1Y | +2.3% | +35.1% | -32.7% | -15.3% |
| 3Y | +17.7% | +16.8% | +0.9% | +2.0% |
| 5Y | -8.4% | +19.4% | -27.8% | -23.3% |
| 10Y | +32.1% | +203.5% | -171.4% | -36.7% |
| All | +337.2% | +6,478.8% | -6,141.6% | -47.5% |
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