-0.9%
APA vs IBB
+139.6%
-140.5%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.8% | -3.0% | -2.0% |
| 7D | -8.7% | +2.7% | -11.5% | -10.5% |
| 30D | -2.4% | +6.3% | -8.7% | -6.7% |
| 3M | +19.0% | +11.1% | +7.9% | +9.6% |
| 6M | +26.8% | +29.2% | -2.4% | +4.2% |
| YTD | +87.3% | +30.2% | +57.1% | +50.3% |
| 1Y | +92.3% | +39.5% | +52.8% | +46.3% |
| 3Y | +37.3% | +92.3% | -55.1% | -19.7% |
| 5Y | +73.2% | +43.0% | +30.2% | +25.2% |
| 10Y | -0.9% | +137.1% | -138.0% | -45.6% |
| All | -0.9% | +139.6% | -140.5% | -45.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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