+933.3%
APP vs IBB
+86.3%
+846.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.8% | +2.0% | +3.3% |
| 7D | +79.2% | +2.7% | +76.5% | +75.1% |
| 30D | +48.0% | +6.3% | +41.7% | +41.5% |
| 3M | +18.2% | +11.1% | +7.2% | +9.7% |
| 6M | -12.5% | +29.2% | -41.7% | -26.8% |
| YTD | -39.2% | +30.2% | -69.4% | -49.5% |
| 1Y | -33.9% | +39.5% | -73.4% | -48.1% |
| 3Y | +933.3% | +92.3% | +840.9% | +476.7% |
| All | +933.3% | +86.3% | +846.9% | +476.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling