+520.8%
APP vs IBB
+45.0%
+475.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.4% | +1.9% | +1.9% |
| 7D | +48.9% | -1.4% | +50.3% | +49.2% |
| 30D | +49.4% | +6.8% | +42.6% | +36.8% |
| 3M | +27.0% | +9.2% | +17.8% | +12.1% |
| 6M | -15.4% | +28.3% | -43.7% | -39.4% |
| YTD | -39.9% | +29.4% | -69.3% | -57.9% |
| 1Y | -32.0% | +33.2% | -65.1% | -54.3% |
| 3Y | +824.3% | +90.2% | +734.2% | +248.4% |
| 5Y | +252.4% | +44.0% | +208.4% | +106.2% |
| All | +520.8% | +45.0% | +475.8% | +222.5% |
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