+169.1%
APD vs IVZ
+60.3%
+108.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | -0.1% | -0.6% |
| 7D | -4.6% | +1.2% | -5.8% | -5.0% |
| 30D | -4.2% | +1.8% | -6.0% | -4.8% |
| 3M | +5.0% | +15.7% | -10.8% | 0.0% |
| 6M | +8.9% | +36.3% | -27.4% | -1.8% |
| YTD | +21.9% | +24.9% | -3.0% | +12.3% |
| 1Y | +5.6% | +48.9% | -43.4% | -8.1% |
| 3Y | +6.9% | +136.8% | -129.9% | -22.0% |
| 5Y | +25.3% | +60.0% | -34.6% | -0.2% |
| 10Y | +169.1% | +63.4% | +105.7% | +87.5% |
| All | +169.1% | +60.3% | +108.7% | +87.5% |
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