+6.1%
APA vs IVZ
+43.7%
-37.5%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.4% | -0.7% | +0.3% |
| 7D | +8.5% | +7.6% | +0.9% | +4.0% |
| 30D | +2.8% | +4.3% | -1.6% | -0.7% |
| 3M | +21.7% | -9.3% | +31.1% | +26.5% |
| 6M | +32.6% | +5.2% | +27.4% | +23.5% |
| YTD | +103.7% | +13.4% | +90.3% | +75.6% |
| 1Y | +101.8% | +25.4% | +76.4% | +63.0% |
| 3Y | +48.1% | +152.5% | -104.4% | -27.3% |
| 5Y | +91.9% | +36.7% | +55.2% | +34.3% |
| All | +6.1% | +43.7% | -37.5% | -35.8% |
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