+1,278.0%
AAPL vs IVZ
+65.9%
+1,212.1%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +1.4% |
| 7D | +3.8% | -2.4% | +6.2% | +4.7% |
| 30D | +9.9% | +3.0% | +6.9% | +8.8% |
| 3M | +12.5% | +14.9% | -2.4% | +7.0% |
| 6M | +27.6% | +36.7% | -9.1% | +14.1% |
| YTD | +22.6% | +25.7% | -3.1% | +12.1% |
| 1Y | +45.0% | +47.7% | -2.7% | +25.2% |
| 3Y | +87.8% | +138.8% | -51.1% | +33.8% |
| 5Y | +128.7% | +62.1% | +66.6% | +79.7% |
| All | +1,278.0% | +65.9% | +1,212.1% | +867.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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