+309.6%
IVV vs APA
+0.9%
+308.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.2% | +2.5% | +2.4% |
| 7D | +0.1% | -8.7% | +8.8% | +1.2% |
| 30D | -3.3% | -2.4% | -0.9% | -3.2% |
| 3M | -2.4% | +19.0% | -21.4% | -5.0% |
| 6M | +2.6% | +26.8% | -24.2% | -1.4% |
| YTD | +11.3% | +87.3% | -76.0% | +0.3% |
| 1Y | +13.4% | +92.3% | -78.9% | +1.7% |
| 3Y | +80.3% | +37.3% | +43.0% | +64.8% |
| 5Y | +72.7% | +73.2% | -0.5% | +48.8% |
| 10Y | +309.6% | -0.9% | +310.5% | +217.6% |
| All | +309.6% | +0.9% | +308.8% | +217.6% |
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