+355.9%
APH vs IVZ
+64.2%
+291.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.4% |
| 7D | +5.0% | +0.6% | +4.3% | +4.7% |
| 30D | -3.9% | +4.0% | -7.9% | -5.4% |
| 3M | +13.0% | +18.2% | -5.2% | +5.5% |
| 6M | +25.2% | +32.8% | -7.7% | +11.1% |
| YTD | +22.9% | +28.7% | -5.8% | +9.8% |
| 1Y | +47.8% | +55.4% | -7.5% | +22.2% |
| 3Y | +283.0% | +135.2% | +147.8% | +158.1% |
| All | +355.9% | +64.2% | +291.7% | +236.0% |
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