+333.0%
APP vs IBB
+22.5%
+310.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.9% | +3.1% | +3.2% |
| 7D | +0.9% | +1.4% | -0.5% | -0.8% |
| 30D | -23.3% | +10.5% | -33.8% | -32.5% |
| 3M | -42.6% | +23.6% | -66.3% | -56.3% |
| 6M | -33.6% | +22.6% | -56.2% | -49.6% |
| YTD | -52.4% | +25.7% | -78.1% | -65.1% |
| 1Y | -35.9% | +51.4% | -87.3% | -63.9% |
| 3Y | +642.2% | +64.4% | +577.8% | +251.4% |
| All | +333.0% | +22.5% | +310.5% | +224.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling