+446.2%
APP vs IBB
+39.6%
+406.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -5.0% | +36.1% | +36.5% |
| 7D | +39.7% | -3.6% | +43.3% | +43.4% |
| 30D | +27.7% | +3.4% | +24.3% | +20.6% |
| 3M | -14.8% | +9.5% | -24.3% | -25.6% |
| 6M | -25.5% | +23.3% | -48.8% | -44.6% |
| YTD | -47.2% | +24.5% | -71.7% | -61.5% |
| 1Y | -42.3% | +32.9% | -75.2% | -61.7% |
| 3Y | +806.8% | +76.6% | +730.2% | +277.1% |
| 5Y | +261.6% | +35.5% | +226.1% | +125.4% |
| All | +446.2% | +39.6% | +406.6% | +195.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling