+1,041.3%
APH vs IVZ
+61.1%
+980.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.0% | -0.4% |
| 7D | +0.2% | +1.1% | -0.9% | -0.2% |
| 30D | -3.3% | +3.1% | -6.4% | -4.5% |
| 3M | +14.0% | +18.2% | -4.1% | +6.9% |
| 6M | +24.4% | +38.6% | -14.2% | +9.6% |
| YTD | +21.4% | +25.9% | -4.5% | +10.2% |
| 1Y | +48.9% | +51.7% | -2.7% | +25.9% |
| 3Y | +290.1% | +138.7% | +151.5% | +170.4% |
| 5Y | +352.8% | +62.8% | +290.0% | +249.1% |
| 10Y | +1,041.3% | +60.9% | +980.3% | +687.9% |
| All | +1,041.3% | +61.1% | +980.2% | +687.9% |
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