+527.5%
APP vs IVZ
+38.0%
+489.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +2.4% | +1.6% | +2.5% |
| 7D | +4.6% | +7.6% | -3.0% | +0.1% |
| 30D | +56.0% | +4.3% | +51.7% | +50.4% |
| 3M | +30.8% | -9.3% | +40.2% | +37.3% |
| 6M | -9.8% | +5.2% | -15.0% | -14.2% |
| YTD | -39.3% | +13.4% | -52.7% | -45.8% |
| 1Y | -26.4% | +25.4% | -51.8% | -38.4% |
| 3Y | +887.9% | +152.5% | +735.4% | +381.8% |
| 5Y | +264.1% | +36.7% | +227.4% | +147.1% |
| All | +527.5% | +38.0% | +489.4% | +325.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling