+315.2%
IVV vs APA
-3.2%
+318.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.2% | +2.8% | 0.0% |
| 7D | +0.1% | +0.5% | -0.4% | 0.0% |
| 30D | +0.1% | +23.4% | -23.3% | -2.8% |
| 3M | +2.0% | +12.7% | -10.7% | 0.0% |
| 6M | +13.0% | +39.4% | -26.4% | +6.8% |
| YTD | +13.6% | +79.0% | -65.4% | +3.3% |
| 1Y | +20.1% | +88.8% | -68.8% | +7.8% |
| 3Y | +77.6% | +6.4% | +71.3% | +68.5% |
| 5Y | +82.5% | +153.0% | -70.5% | +49.2% |
| All | +315.2% | -3.2% | +318.4% | +221.3% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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