+500.0%
APP vs IVZ
+28.3%
+471.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | 0.0% | +9.9% | +9.9% |
| 7D | +71.2% | -2.4% | +73.7% | +71.4% |
| 30D | +39.1% | -11.2% | +50.3% | +48.0% |
| 3M | +16.5% | -14.0% | +30.5% | +26.2% |
| 6M | -16.6% | +0.5% | -17.0% | -18.6% |
| YTD | -41.9% | +5.4% | -47.4% | -45.8% |
| 1Y | -37.0% | +19.5% | -56.5% | -45.9% |
| 3Y | +892.4% | +128.7% | +763.7% | +415.5% |
| 5Y | +297.3% | +28.8% | +268.5% | +180.8% |
| All | +500.0% | +28.3% | +471.8% | +325.6% |
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