+2,391.2%
APD vs IVZ
+964.6%
+1,426.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +6.8% | -4.7% | +0.1% |
| 7D | -1.6% | +4.1% | -5.7% | -2.8% |
| 30D | +10.6% | -2.0% | +12.6% | +11.0% |
| 3M | +2.5% | -7.8% | +10.4% | +4.5% |
| 6M | +6.0% | +6.3% | -0.4% | +3.0% |
| YTD | +28.4% | +12.6% | +15.9% | +21.8% |
| 1Y | +22.2% | +27.6% | -5.5% | +11.5% |
| 3Y | +26.6% | +154.0% | -127.5% | -8.0% |
| 5Y | +11.8% | +37.3% | -25.5% | -5.5% |
| 10Y | +187.8% | +50.5% | +137.2% | +115.6% |
| All | +2,391.2% | +964.6% | +1,426.5% | +1,066.2% |
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