+0.9%
APA vs IVZ
+45.7%
-44.7%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.4% |
| 7D | -5.5% | +2.2% | -7.7% | -7.3% |
| 30D | -1.2% | -2.2% | +1.0% | -1.0% |
| 3M | +10.6% | -8.4% | +19.0% | +14.2% |
| 6M | +28.4% | +6.2% | +22.3% | +19.0% |
| YTD | +89.7% | +12.4% | +77.3% | +64.5% |
| 1Y | +90.6% | +26.0% | +64.6% | +53.0% |
| 3Y | +36.9% | +147.9% | -111.0% | -32.0% |
| 5Y | +83.2% | +38.8% | +44.5% | +26.7% |
| All | +0.9% | +45.7% | -44.7% | -40.3% |
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 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