+2,312.6%
APD vs IVZ
+1,117.8%
+1,194.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.3% |
| 7D | -2.2% | +0.6% | -2.9% | -2.4% |
| 30D | +2.1% | +4.0% | -1.9% | +0.9% |
| 3M | +7.2% | +18.2% | -11.0% | +1.6% |
| 6M | +11.2% | +32.8% | -21.6% | +1.4% |
| YTD | +24.4% | +28.7% | -4.4% | +13.9% |
| 1Y | +6.7% | +55.4% | -48.7% | -7.7% |
| 3Y | +9.2% | +135.2% | -126.0% | -18.5% |
| 5Y | +27.4% | +64.2% | -36.8% | +2.2% |
| 10Y | +164.8% | +64.6% | +100.2% | +93.9% |
| All | +2,312.6% | +1,117.8% | +1,194.8% | +990.8% |
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