+83.1%
IVV vs APH
+120.4%
-37.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -47.8% | +48.2% | +12.0% |
| 7D | -0.1% | -48.7% | +48.6% | +12.1% |
| 30D | +0.1% | -51.9% | +52.0% | +14.8% |
| 3M | +2.0% | -43.6% | +45.6% | +9.4% |
| 6M | +13.0% | -37.5% | +50.6% | +15.4% |
| YTD | +13.6% | -38.6% | +52.2% | +13.9% |
| 1Y | +20.1% | -26.3% | +46.4% | +9.1% |
| 3Y | +77.6% | +89.2% | -11.6% | -9.8% |
| All | +83.1% | +120.4% | -37.3% | -18.4% |
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 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