+735.8%
IVV vs APD
+1,687.3%
-951.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.9% | -1.5% | -3.0% |
| 7D | -4.8% | -0.7% | -4.0% | -4.4% |
| 30D | -5.9% | +10.1% | -16.1% | -10.1% |
| 3M | -4.5% | +4.9% | -9.4% | -6.9% |
| 6M | +1.8% | +2.5% | -0.6% | -0.2% |
| YTD | +8.4% | +27.8% | -19.4% | -4.9% |
| 1Y | +9.4% | +32.9% | -23.5% | -6.5% |
| 3Y | +75.3% | +13.4% | +61.9% | +55.6% |
| 5Y | +67.8% | +12.8% | +54.9% | +46.7% |
| 10Y | +314.2% | +194.6% | +119.6% | +115.9% |
| All | +735.8% | +1,687.3% | -951.4% | +94.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling