+446.2%
APP vs IVV
+91.3%
+354.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -4.4% | +35.4% | +40.2% |
| 7D | +39.7% | -4.8% | +44.5% | +51.5% |
| 30D | +27.7% | -5.9% | +33.7% | +42.4% |
| 3M | -14.8% | -4.5% | -10.2% | -7.9% |
| 6M | -25.5% | +1.8% | -27.4% | -30.2% |
| YTD | -47.2% | +8.4% | -55.5% | -56.0% |
| 1Y | -42.3% | +9.4% | -51.7% | -52.8% |
| 3Y | +806.8% | +75.3% | +731.5% | +201.7% |
| 5Y | +261.6% | +67.8% | +193.9% | +39.0% |
| All | +446.2% | +91.3% | +354.8% | +79.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling