+166.1%
APA vs IVZ
+63.4%
+102.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.2% | +4.0% | +2.7% |
| 7D | -1.7% | +1.1% | -2.8% | -2.2% |
| 30D | +15.7% | +3.1% | +12.6% | +14.0% |
| 3M | +16.5% | +18.2% | -1.7% | +6.9% |
| 6M | +35.1% | +38.6% | -3.5% | +13.1% |
| YTD | +82.2% | +25.9% | +56.3% | +58.2% |
| 1Y | +102.5% | +51.7% | +50.8% | +58.5% |
| 3Y | +10.3% | +138.7% | -128.4% | -34.8% |
| 5Y | +166.1% | +62.8% | +103.3% | +94.7% |
| All | +166.1% | +63.4% | +102.7% | +94.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling