-70.1%
APTV vs IVZ
+61.5%
-131.6%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.8% | -1.9% | -2.2% |
| 7D | -1.2% | +1.2% | -2.3% | -1.7% |
| 30D | -10.6% | +1.8% | -12.4% | -11.6% |
| 3M | -35.0% | +15.7% | -50.7% | -41.0% |
| 6M | -38.9% | +36.3% | -75.2% | -50.3% |
| YTD | -41.5% | +24.9% | -66.4% | -50.1% |
| 1Y | -45.8% | +48.9% | -94.8% | -58.8% |
| 3Y | -55.7% | +136.8% | -192.5% | -76.6% |
| 5Y | -70.1% | +60.0% | -130.1% | -81.0% |
| All | -70.1% | +61.5% | -131.6% | -81.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling