-13.6%
IP vs APTV
-77.5%
+63.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.5% |
| 7D | -0.3% | -1.7% | +1.5% | +0.3% |
| 30D | +7.9% | -11.6% | +19.5% | +12.1% |
| 3M | -15.3% | -21.2% | +5.9% | -9.0% |
| 6M | +10.5% | -28.5% | +39.0% | +20.8% |
| YTD | -9.4% | -49.1% | +39.7% | +9.2% |
| 1Y | -4.6% | -52.2% | +47.6% | +17.1% |
| 3Y | +21.2% | -48.6% | +69.9% | +40.2% |
| All | -13.6% | -77.5% | +63.9% | +20.7% |
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 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