+282.2%
APH vs IVZ
+27.3%
+254.8%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | 0.0% | +4.1% | +4.1% |
| 7D | -5.9% | -2.4% | -3.5% | -4.9% |
| 30D | -14.8% | -11.2% | -3.6% | -10.6% |
| 3M | -12.4% | -14.0% | +1.6% | -7.0% |
| 6M | +8.1% | +0.5% | +7.6% | +7.5% |
| YTD | +10.9% | +5.4% | +5.5% | +7.3% |
| 1Y | +8.8% | +19.5% | -10.7% | -0.1% |
| 3Y | +262.1% | +128.7% | +133.4% | +144.5% |
| All | +282.2% | +27.3% | +254.8% | +221.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling