-2.6%
APA vs IVZ
+60.3%
-63.0%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.8% | +3.7% | +3.4% |
| 7D | +0.3% | +1.2% | -0.9% | -0.5% |
| 30D | +9.3% | +1.8% | +7.5% | +7.8% |
| 3M | +23.3% | +15.7% | +7.6% | +10.9% |
| 6M | +39.5% | +36.3% | +3.1% | +11.0% |
| YTD | +87.6% | +24.9% | +62.7% | +55.2% |
| 1Y | +114.2% | +48.9% | +65.3% | +57.5% |
| 3Y | +13.6% | +136.8% | -123.2% | -40.9% |
| 5Y | +175.6% | +60.0% | +115.6% | +76.9% |
| 10Y | -2.6% | +63.4% | -66.0% | -45.3% |
| All | -2.6% | +60.3% | -63.0% | -45.3% |
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