-12.4%
IP vs APTV
-77.0%
+64.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.5% | +4.3% | +1.9% |
| 7D | -5.1% | -10.2% | +5.2% | -1.9% |
| 30D | +8.5% | -10.8% | +19.3% | +12.4% |
| 3M | -13.8% | -14.8% | +1.0% | -9.6% |
| 6M | +5.7% | -30.6% | +36.3% | +16.5% |
| YTD | -9.1% | -48.2% | +39.0% | +8.9% |
| 1Y | -0.8% | -52.0% | +51.1% | +21.5% |
| 3Y | +14.8% | -47.0% | +61.8% | +31.3% |
| All | -12.4% | -77.0% | +64.7% | +21.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling