+653.5%
APP vs IBB
+64.8%
+588.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.9% | +3.1% | +2.8% |
| 7D | +0.9% | +1.4% | -0.5% | 0.0% |
| 30D | -23.3% | +10.5% | -33.8% | -28.4% |
| 3M | -42.6% | +23.6% | -66.3% | -50.4% |
| 6M | -33.6% | +22.6% | -56.2% | -42.6% |
| YTD | -52.4% | +25.7% | -78.1% | -59.6% |
| 1Y | -35.9% | +51.4% | -87.3% | -53.2% |
| All | +653.5% | +64.8% | +588.7% | +370.4% |
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