+188.0%
APD vs IBB
+132.2%
+55.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +0.9% |
| 7D | -0.2% | +0.8% | -1.0% | -0.6% |
| 30D | +11.0% | +5.2% | +5.8% | +8.4% |
| 3M | +2.0% | +8.6% | -6.6% | -2.3% |
| 6M | +7.1% | +27.8% | -20.8% | -5.2% |
| YTD | +29.8% | +28.8% | +1.0% | +13.8% |
| 1Y | +24.0% | +36.4% | -12.4% | +5.7% |
| 3Y | +27.2% | +89.3% | -62.2% | -8.8% |
| 5Y | +12.8% | +43.3% | -30.5% | -8.8% |
| All | +188.0% | +132.2% | +55.8% | +80.5% |
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