+68.2%
IVV vs APD
+11.0%
+57.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.8% |
| 7D | -2.7% | -3.7% | +1.0% | -1.6% |
| 30D | -5.4% | +9.6% | -15.0% | -7.8% |
| 3M | -4.1% | +1.6% | -5.7% | -4.6% |
| 6M | +0.7% | +2.2% | -1.4% | -0.3% |
| YTD | +8.7% | +25.9% | -17.1% | +0.4% |
| 1Y | +11.0% | +20.1% | -9.2% | +3.7% |
| 3Y | +75.4% | +12.4% | +63.0% | +65.0% |
| All | +68.2% | +11.0% | +57.2% | +47.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling