+144.4%
APA vs IBB
+566.2%
-421.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.7% | +0.9% | +1.7% |
| 7D | -15.5% | -1.8% | -13.7% | -14.7% |
| 30D | +2.4% | +5.1% | -2.7% | -0.8% |
| 3M | +22.8% | +10.7% | +12.1% | +14.9% |
| 6M | +17.9% | +22.9% | -4.9% | +3.3% |
| YTD | +87.7% | +26.7% | +61.0% | +59.2% |
| 1Y | +94.2% | +35.1% | +59.1% | +58.7% |
| 3Y | +27.2% | +80.2% | -53.0% | -12.5% |
| 5Y | +74.1% | +37.8% | +36.3% | +37.6% |
| 10Y | +2.6% | +161.2% | -158.6% | -40.6% |
| All | +144.4% | +566.2% | -421.8% | -32.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling