+15.9%
IP vs APTV
-27.3%
+43.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.5% | -0.6% | -1.6% |
| 7D | -0.9% | -5.0% | +4.1% | +0.9% |
| 30D | +6.7% | -12.3% | +19.0% | +11.6% |
| 3M | -16.6% | -19.9% | +3.4% | -10.0% |
| 6M | +6.0% | -29.4% | +35.4% | +17.6% |
| YTD | -10.7% | -49.0% | +38.3% | +10.1% |
| 1Y | -6.7% | -53.1% | +46.4% | +18.3% |
| 3Y | +17.1% | -48.9% | +66.0% | +38.3% |
| 5Y | -14.6% | -77.2% | +62.7% | +30.0% |
| All | +15.9% | -27.3% | +43.2% | +20.5% |
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