+541.7%
APA vs IVZ
+965.0%
-423.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.6% | +0.1% | +1.1% |
| 7D | +8.5% | +6.8% | +1.7% | +5.9% |
| 30D | +2.8% | +3.5% | -0.8% | +0.9% |
| 3M | +21.7% | -10.0% | +31.7% | +25.2% |
| 6M | +32.6% | +4.5% | +28.2% | +27.5% |
| YTD | +103.7% | +12.6% | +91.1% | +87.1% |
| 1Y | +101.8% | +24.4% | +77.4% | +78.4% |
| 3Y | +48.1% | +150.6% | -102.5% | -0.4% |
| 5Y | +91.9% | +35.7% | +56.2% | +58.3% |
| 10Y | +8.4% | +43.9% | -35.5% | -13.5% |
| All | +541.7% | +965.0% | -423.2% | +190.1% |
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