+1,467.7%
APD vs IBB
+554.8%
+912.9%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -5.0% | +2.1% | -0.5% |
| 7D | -0.7% | -3.6% | +2.9% | +1.0% |
| 30D | +10.1% | +3.4% | +6.7% | +8.2% |
| 3M | +4.9% | +9.5% | -4.6% | -0.2% |
| 6M | +2.5% | +23.3% | -20.8% | -8.2% |
| YTD | +27.8% | +24.5% | +3.2% | +13.1% |
| 1Y | +32.9% | +32.9% | 0.0% | +13.9% |
| 3Y | +13.4% | +76.6% | -63.2% | -16.5% |
| 5Y | +12.8% | +35.5% | -22.7% | -6.7% |
| 10Y | +194.6% | +156.7% | +37.8% | +70.2% |
| All | +1,467.7% | +554.8% | +912.9% | +335.2% |
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