+503.8%
APP vs IVV
+97.7%
+406.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.4% | -2.1% |
| 7D | +10.6% | +3.3% | +7.2% | +3.4% |
| 30D | +44.6% | -2.7% | +47.2% | +50.5% |
| 3M | +29.6% | -1.7% | +31.3% | +32.0% |
| 6M | -19.8% | +3.2% | -22.9% | -26.2% |
| YTD | -41.6% | +12.0% | -53.6% | -54.5% |
| 1Y | -32.7% | +12.1% | -44.8% | -47.5% |
| 3Y | +799.0% | +78.6% | +720.4% | +187.3% |
| 5Y | +250.4% | +73.8% | +176.5% | +25.6% |
| All | +503.8% | +97.7% | +406.1% | +85.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IVV.
Daily Out/Under-Performance
Portfolio return minus IVV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVV 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 10y: compounded portfolio wealth divided by compounded IVV 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…
10y analysis · Full analysis span regression · 6 months rolling