+309.6%
IVV vs APD
+192.6%
+117.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.0% | +0.3% | +1.5% |
| 7D | +0.1% | -1.6% | +1.7% | +0.8% |
| 30D | -3.3% | +10.6% | -13.9% | -7.3% |
| 3M | -2.4% | +2.5% | -4.9% | -3.6% |
| 6M | +2.6% | +6.0% | -3.4% | -0.5% |
| YTD | +11.3% | +28.4% | -17.1% | -1.3% |
| 1Y | +13.4% | +22.2% | -8.7% | +2.4% |
| 3Y | +80.3% | +26.6% | +53.7% | +54.9% |
| 5Y | +72.7% | +11.8% | +61.0% | +53.6% |
| 10Y | +309.6% | +187.8% | +121.9% | +116.2% |
| All | +309.6% | +192.6% | +117.1% | +116.2% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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