+1,444.2%
APD vs IBB
+566.2%
+878.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.7% | -3.2% | -2.3% |
| 7D | -3.7% | -1.8% | -1.8% | -2.9% |
| 30D | +9.6% | +5.1% | +4.5% | +6.8% |
| 3M | +1.6% | +10.7% | -9.1% | -3.8% |
| 6M | +2.2% | +22.9% | -20.7% | -8.3% |
| YTD | +25.9% | +26.7% | -0.8% | +10.5% |
| 1Y | +20.1% | +35.1% | -15.0% | +2.2% |
| 3Y | +12.4% | +80.2% | -67.8% | -18.1% |
| 5Y | +11.1% | +37.8% | -26.7% | -8.8% |
| 10Y | +190.1% | +161.2% | +28.9% | +66.3% |
| All | +1,444.2% | +566.2% | +878.0% | +325.0% |
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