+738.6%
IVV vs APA
+156.1%
+582.5%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.6% | -2.3% | -0.2% |
| 7D | -2.7% | -15.5% | +12.8% | +0.4% |
| 30D | -5.4% | +2.4% | -7.8% | -6.0% |
| 3M | -4.1% | +22.8% | -26.8% | -8.4% |
| 6M | +0.7% | +17.9% | -17.2% | -3.6% |
| YTD | +8.7% | +87.7% | -78.9% | -6.3% |
| 1Y | +11.0% | +94.2% | -83.2% | -5.2% |
| 3Y | +75.4% | +27.2% | +48.2% | +57.1% |
| 5Y | +68.3% | +74.1% | -5.8% | +34.9% |
| 10Y | +315.5% | +2.6% | +312.9% | +200.0% |
| All | +738.6% | +156.1% | +582.5% | +391.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling