+528.8%
APP vs IGV
+36.9%
+492.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.6% | +2.2% | +0.9% |
| 7D | +79.2% | -0.4% | +79.6% | +77.4% |
| 30D | +48.0% | -9.9% | +57.9% | +70.6% |
| 3M | +18.2% | -1.2% | +19.4% | +14.4% |
| 6M | -12.5% | +11.3% | -23.8% | -30.9% |
| YTD | -39.2% | -4.0% | -35.2% | -37.5% |
| 1Y | -33.9% | -7.3% | -26.6% | -27.7% |
| 3Y | +933.3% | +42.8% | +890.5% | +503.7% |
| 5Y | +295.9% | +13.7% | +282.2% | +237.0% |
| All | +528.8% | +36.9% | +492.0% | +265.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling