+24,926.6%
APH vs IVZ
+1,117.8%
+23,808.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +0.9% | -48.7% | -48.1% |
| 7D | -48.7% | -0.7% | -48.0% | -48.7% |
| 30D | -51.9% | +4.0% | -55.9% | -52.7% |
| 3M | -43.6% | +18.2% | -61.7% | -47.1% |
| 6M | -37.5% | +32.8% | -70.4% | -44.0% |
| YTD | -38.6% | +28.7% | -67.4% | -44.7% |
| 1Y | -26.3% | +55.4% | -81.7% | -38.0% |
| 3Y | +89.2% | +135.2% | -46.0% | +33.7% |
| 5Y | +119.8% | +64.2% | +55.6% | +71.4% |
| 10Y | +454.3% | +64.6% | +389.6% | +290.0% |
| All | +24,926.6% | +1,117.8% | +23,808.8% | +9,998.0% |
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 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