+378.5%
APP vs IGV
+38.5%
+340.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.8% | -0.8% | +0.2% |
| 7D | +0.1% | -3.3% | +3.4% | +4.7% |
| 30D | -10.0% | 0.0% | -10.0% | -12.2% |
| 3M | -44.6% | +7.3% | -52.0% | -51.3% |
| 6M | -37.9% | +16.7% | -54.6% | -53.4% |
| YTD | -53.7% | -2.8% | -50.8% | -52.1% |
| 1Y | -43.0% | -6.7% | -36.3% | -37.1% |
| 3Y | +640.8% | +41.1% | +599.6% | +352.4% |
| 5Y | +358.8% | +22.0% | +336.8% | +263.7% |
| All | +378.5% | +38.5% | +340.1% | +180.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IGV.
Daily Out/Under-Performance
Portfolio return minus IGV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IGV 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded IGV 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling