+67.8%
IVV vs APH
+274.6%
-206.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -9.3% | +4.9% | -1.2% |
| 7D | -4.8% | -12.7% | +8.0% | -0.5% |
| 30D | -5.9% | -19.2% | +13.2% | +0.7% |
| 3M | -4.5% | -16.7% | +12.2% | +0.8% |
| 6M | +1.8% | +5.1% | -3.3% | -2.6% |
| YTD | +8.4% | +6.6% | +1.8% | -0.1% |
| 1Y | +9.4% | +3.9% | +5.5% | +1.7% |
| 3Y | +75.3% | +246.0% | -170.8% | -21.3% |
| 5Y | +67.8% | +268.0% | -200.2% | -29.9% |
| All | +67.8% | +274.6% | -206.8% | -29.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling