+138.0%
IP vs APTV
+151.0%
-13.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -5.6% | +1.6% | -1.9% |
| 7D | -5.0% | -8.1% | +3.1% | -2.1% |
| 30D | +6.5% | -8.7% | +15.2% | +10.1% |
| 3M | -18.0% | -13.1% | -4.9% | -13.9% |
| 6M | +10.3% | -25.5% | +35.8% | +20.7% |
| YTD | -9.9% | -46.3% | +36.4% | +10.1% |
| 1Y | -1.1% | -51.1% | +50.1% | +25.0% |
| 3Y | +13.0% | -47.3% | +60.3% | +32.8% |
| 5Y | -12.3% | -76.7% | +64.4% | +34.8% |
| 10Y | +26.8% | -24.4% | +51.2% | +10.4% |
| All | +138.0% | +151.0% | -13.0% | +5.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling