+74.8%
IVV vs APD
+13.4%
+61.5%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.9% | -1.5% | -3.9% |
| 7D | -4.8% | -0.7% | -4.0% | -4.6% |
| 30D | -5.9% | +10.1% | -16.1% | -7.4% |
| 3M | -4.5% | +4.9% | -9.4% | -5.3% |
| 6M | +1.8% | +2.5% | -0.6% | +1.3% |
| YTD | +8.4% | +27.8% | -19.4% | +3.1% |
| 1Y | +9.4% | +32.9% | -23.5% | +2.8% |
| All | +74.8% | +13.4% | +61.5% | +68.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling