-42.8%
APP vs IVV
+7.1%
-49.8%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +1.6% | +9.1% | +7.5% |
| 7D | +4.5% | -0.7% | +5.2% | +6.1% |
| 30D | -3.6% | -1.0% | -2.6% | -1.6% |
| 3M | -35.3% | -0.3% | -34.9% | -34.5% |
| 6M | -42.8% | +7.4% | -50.1% | -40.4% |
| All | -42.8% | +7.1% | -49.8% | -40.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling