+500.0%
APP vs IBB
+42.0%
+458.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +1.7% | +8.1% | +8.0% |
| 7D | +71.2% | -1.8% | +73.0% | +72.4% |
| 30D | +39.1% | +5.1% | +34.0% | +29.2% |
| 3M | +16.5% | +10.7% | +5.8% | +0.9% |
| 6M | -16.6% | +22.9% | -39.4% | -37.3% |
| YTD | -41.9% | +26.7% | -68.6% | -58.4% |
| 1Y | -37.0% | +35.1% | -72.2% | -58.9% |
| 3Y | +892.4% | +80.2% | +812.2% | +303.6% |
| 5Y | +297.3% | +37.8% | +259.5% | +143.4% |
| All | +500.0% | +42.0% | +458.0% | +218.5% |
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