-19.1%
APTV vs IBB
+122.2%
-141.3%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.9% | -1.8% | -2.0% |
| 7D | -1.2% | -3.9% | +2.7% | +1.8% |
| 30D | -10.6% | +2.7% | -13.4% | -12.7% |
| 3M | -35.0% | +21.4% | -56.4% | -44.5% |
| 6M | -38.9% | +20.1% | -59.0% | -47.6% |
| YTD | -41.5% | +21.9% | -63.4% | -50.6% |
| 1Y | -45.8% | +44.1% | -89.9% | -60.0% |
| 3Y | -55.7% | +63.4% | -119.1% | -70.4% |
| 5Y | -70.1% | +19.8% | -89.9% | -75.3% |
| 10Y | -19.1% | +127.0% | -146.1% | -51.3% |
| All | -19.1% | +122.2% | -141.3% | -51.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling