+2,341.2%
APD vs IVZ
+897.2%
+1,444.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -3.7% | -2.4% | -1.2% | -3.0% |
| 30D | +9.6% | -11.2% | +20.8% | +13.1% |
| 3M | +1.6% | -14.0% | +15.6% | +5.7% |
| 6M | +2.2% | +0.5% | +1.7% | +1.0% |
| YTD | +25.9% | +5.4% | +20.4% | +21.6% |
| 1Y | +20.1% | +19.5% | +0.7% | +11.8% |
| 3Y | +12.4% | +128.7% | -116.3% | -15.7% |
| 5Y | +11.1% | +28.8% | -17.6% | -4.3% |
| 10Y | +190.1% | +52.3% | +137.8% | +116.7% |
| All | +2,341.2% | +897.2% | +1,444.0% | +1,064.8% |
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