+305.3%
APLD vs IVZ
+152.3%
+153.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +2.4% | -8.1% | -7.8% |
| 7D | +2.7% | +7.6% | -4.9% | -3.6% |
| 30D | -21.4% | +4.3% | -25.8% | -23.6% |
| 3M | -47.8% | -9.3% | -38.5% | -43.1% |
| 6M | -64.9% | +5.2% | -70.1% | -65.8% |
| YTD | -34.9% | +13.4% | -48.3% | -40.3% |
| 1Y | -30.7% | +25.4% | -56.1% | -40.6% |
| 3Y | +305.3% | +152.5% | +152.8% | +73.5% |
| All | +305.3% | +152.3% | +153.0% | +73.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling