+80.2%
IVV vs APLD
+254.9%
-174.7%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.1% | -0.3% |
| 7D | -0.6% | -6.3% | +5.7% | -0.4% |
| 30D | -3.7% | -29.6% | +25.9% | -2.5% |
| 3M | -2.7% | -42.6% | +39.9% | -0.8% |
| 6M | +2.2% | -59.6% | +61.8% | +5.2% |
| YTD | +10.9% | -32.0% | +42.9% | +11.0% |
| 1Y | +11.3% | -46.9% | +58.3% | +12.1% |
| 3Y | +76.9% | +255.7% | -178.8% | +56.6% |
| All | +80.2% | +254.9% | -174.7% | +51.4% |
Cumulative growth
Daily Returns
Daily percentage return beside APLD.
Daily Out/Under-Performance
Portfolio return minus APLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APLD 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 APLD 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