+403.2%
APLD vs IVZ
+144.8%
+258.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.1% | +0.7% | +0.9% |
| 7D | +4.1% | +0.6% | +3.4% | +3.6% |
| 30D | -11.7% | +4.0% | -15.7% | -14.7% |
| 3M | -40.3% | +18.2% | -58.5% | -47.7% |
| 6M | -8.0% | +32.8% | -40.8% | -26.1% |
| YTD | +7.5% | +28.7% | -21.2% | -12.5% |
| 1Y | +84.0% | +55.4% | +28.6% | +28.9% |
| All | +403.2% | +144.8% | +258.4% | +127.9% |
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 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