+193.1%
APD vs IVZ
+43.7%
+149.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.4% | -2.2% | -0.6% |
| 7D | +3.8% | +7.6% | -3.8% | +1.6% |
| 30D | +8.2% | +4.3% | +3.9% | +6.6% |
| 3M | +4.3% | -9.3% | +13.6% | +6.8% |
| 6M | +4.7% | +5.2% | -0.6% | +2.0% |
| YTD | +31.5% | +13.4% | +18.1% | +24.1% |
| 1Y | +23.5% | +25.4% | -1.8% | +12.9% |
| 3Y | +29.1% | +152.5% | -123.4% | -8.3% |
| 5Y | +15.9% | +36.7% | -20.8% | -3.2% |
| All | +193.1% | +43.7% | +149.5% | +112.7% |
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 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