+528.8%
APP vs IBB
+45.9%
+482.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.8% | +2.0% | +1.8% |
| 7D | +79.2% | +2.7% | +76.5% | +71.8% |
| 30D | +48.0% | +6.3% | +41.7% | +36.1% |
| 3M | +18.2% | +11.1% | +7.2% | +2.2% |
| 6M | -12.5% | +29.2% | -41.7% | -37.8% |
| YTD | -39.2% | +30.2% | -69.4% | -57.7% |
| 1Y | -33.9% | +39.5% | -73.4% | -58.3% |
| 3Y | +933.3% | +92.3% | +840.9% | +283.8% |
| 5Y | +295.9% | +43.0% | +252.9% | +133.5% |
| All | +528.8% | +45.9% | +482.9% | +224.2% |
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 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