+22.9%
IP vs APTV
-16.4%
+39.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.1% | -0.9% | +1.2% |
| 7D | -5.3% | +4.8% | -10.1% | -6.8% |
| 30D | -10.9% | +2.0% | -12.9% | -11.5% |
| 3M | +11.2% | -34.2% | +45.4% | +27.2% |
| 6M | -10.2% | -34.7% | +24.4% | +1.9% |
| YTD | -2.0% | -37.0% | +35.0% | +12.4% |
| 1Y | -19.1% | -40.4% | +21.3% | -5.5% |
| 3Y | +20.9% | -54.1% | +75.0% | +48.4% |
| 5Y | -17.8% | -68.0% | +50.2% | +10.4% |
| All | +22.9% | -16.4% | +39.3% | +17.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling