+298.1%
APP vs IBB
+39.3%
+258.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.4% | +4.4% | +4.4% |
| 7D | +4.6% | -0.5% | +5.1% | +5.3% |
| 30D | +56.0% | +4.6% | +51.5% | +46.3% |
| 3M | +30.8% | +6.8% | +24.0% | +18.2% |
| 6M | -9.8% | +23.1% | -32.9% | -32.4% |
| YTD | -39.3% | +26.0% | -65.3% | -56.3% |
| 1Y | -26.4% | +30.4% | -56.8% | -49.7% |
| 3Y | +887.9% | +85.4% | +802.5% | +271.1% |
| All | +298.1% | +39.3% | +258.7% | +146.2% |
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 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