+774.4%
IVV vs APH
+11,313.8%
-10,539.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -6.2% | +7.8% | +3.9% |
| 7D | -0.7% | -2.4% | +1.7% | 0.0% |
| 30D | -1.0% | -9.5% | +8.4% | +2.2% |
| 3M | -0.3% | -7.6% | +7.3% | +1.7% |
| 6M | +7.4% | +12.4% | -5.0% | +0.3% |
| YTD | +13.4% | +17.5% | -4.1% | +2.0% |
| 1Y | +14.8% | +16.4% | -1.6% | +3.3% |
| 3Y | +83.3% | +281.6% | -198.3% | +0.7% |
| 5Y | +76.1% | +317.7% | -241.6% | -6.9% |
| 10Y | +333.3% | +967.8% | -634.6% | +60.9% |
| All | +774.4% | +11,313.8% | -10,539.4% | +41.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling