-25.1%
APTV vs IBB
+139.6%
-164.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.8% | -1.6% | -0.9% |
| 7D | -9.8% | +2.7% | -12.5% | -11.6% |
| 30D | -8.9% | +6.3% | -15.2% | -13.3% |
| 3M | -19.5% | +11.1% | -30.5% | -26.5% |
| 6M | -31.1% | +29.2% | -60.3% | -44.8% |
| YTD | -47.5% | +30.2% | -77.8% | -58.5% |
| 1Y | -52.3% | +39.5% | -91.8% | -64.4% |
| 3Y | -45.2% | +92.3% | -137.5% | -68.6% |
| 5Y | -76.9% | +43.0% | -119.8% | -83.4% |
| 10Y | -25.1% | +137.1% | -162.2% | -62.1% |
| All | -25.1% | +139.6% | -164.7% | -62.1% |
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