+26.5%
IP vs APTV
-28.3%
+54.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.5% | +4.3% | +2.0% |
| 7D | -5.1% | -10.2% | +5.2% | -1.5% |
| 30D | +8.5% | -10.8% | +19.3% | +12.8% |
| 3M | -13.8% | -14.8% | +1.0% | -9.1% |
| 6M | +5.7% | -30.6% | +36.3% | +17.9% |
| YTD | -9.1% | -48.2% | +39.0% | +11.3% |
| 1Y | -0.8% | -52.0% | +51.1% | +24.6% |
| 3Y | +14.8% | -47.0% | +61.8% | +33.6% |
| 5Y | -11.5% | -77.5% | +65.9% | +34.9% |
| All | +26.5% | -28.3% | +54.8% | +32.7% |
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