+2.3%
IP vs APTV
-46.4%
+48.7%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.6% | -3.1% | -0.1% |
| 7D | +3.4% | -1.9% | +5.3% | +4.0% |
| 30D | +11.2% | -1.4% | +12.7% | +11.8% |
| 3M | -14.8% | -9.3% | -5.4% | -12.1% |
| 6M | +17.3% | -27.3% | +44.6% | +26.7% |
| YTD | -6.2% | -43.1% | +37.0% | +10.9% |
| 1Y | +2.3% | -46.5% | +48.8% | +24.8% |
| All | +2.3% | -46.4% | +48.7% | +24.8% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 APTV 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