+463.8%
APA vs IVZ
+1,117.8%
-654.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.1% | -4.3% | -3.6% |
| 7D | +0.5% | +0.6% | -0.1% | +0.2% |
| 30D | +23.4% | +4.0% | +19.4% | +21.4% |
| 3M | +12.7% | +18.2% | -5.5% | +4.8% |
| 6M | +39.4% | +32.8% | +6.6% | +22.4% |
| YTD | +79.0% | +28.7% | +50.2% | +57.9% |
| 1Y | +88.8% | +55.4% | +33.5% | +54.8% |
| 3Y | +6.4% | +135.2% | -128.9% | -26.4% |
| 5Y | +153.0% | +64.2% | +88.8% | +96.4% |
| 10Y | +7.5% | +64.6% | -57.1% | -17.6% |
| All | +463.8% | +1,117.8% | -654.0% | +144.8% |
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 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