+95,821.4%
AAPL vs IVZ
+1,117.8%
+94,703.6%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.1% | -3.6% | -2.8% |
| 7D | +0.1% | +0.6% | -0.6% | -0.2% |
| 30D | +3.0% | +4.0% | -1.0% | +1.7% |
| 3M | +2.9% | +18.2% | -15.3% | -2.6% |
| 6M | +22.1% | +32.8% | -10.7% | +11.2% |
| YTD | +18.0% | +28.7% | -10.7% | +8.0% |
| 1Y | +33.9% | +55.4% | -21.4% | +15.4% |
| 3Y | +71.2% | +135.2% | -64.0% | +27.0% |
| 5Y | +112.6% | +64.2% | +48.4% | +72.1% |
| 10Y | +1,198.8% | +64.6% | +1,134.2% | +855.8% |
| All | +95,821.4% | +1,117.8% | +94,703.6% | +35,004.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling