+133.0%
APA vs IBB
+560.8%
-427.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.9% | -2.3% | -2.7% |
| 7D | +0.5% | +1.4% | -0.9% | -0.2% |
| 30D | +23.4% | +10.5% | +12.9% | +16.5% |
| 3M | +12.7% | +23.6% | -10.9% | -0.6% |
| 6M | +39.4% | +22.6% | +16.8% | +21.8% |
| YTD | +79.0% | +25.7% | +53.3% | +53.7% |
| 1Y | +88.8% | +51.4% | +37.5% | +45.3% |
| 3Y | +6.4% | +64.4% | -58.0% | -22.4% |
| 5Y | +153.0% | +22.1% | +130.8% | +115.6% |
| 10Y | +7.5% | +132.5% | -124.9% | -33.5% |
| All | +133.0% | +560.8% | -427.8% | -35.0% |
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