+312.0%
IVV vs APH
+944.7%
-632.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.5% |
| 7D | +3.3% | +11.1% | -7.8% | -1.5% |
| 30D | -2.7% | -7.3% | +4.6% | -0.1% |
| 3M | -1.7% | -6.2% | +4.5% | -0.3% |
| 6M | +3.2% | +24.9% | -21.8% | -10.0% |
| YTD | +12.0% | +18.4% | -6.4% | -3.5% |
| 1Y | +12.1% | +13.0% | -0.9% | -1.3% |
| 3Y | +78.6% | +276.4% | -197.8% | -26.5% |
| 5Y | +73.8% | +296.4% | -222.6% | -31.8% |
| All | +312.0% | +944.7% | -632.7% | -9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside APH.
Daily Out/Under-Performance
Portfolio return minus APH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APH 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 APH 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