-37.1%
APP vs IGV
-8.3%
-28.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.6% | +2.2% | +2.1% |
| 7D | +79.2% | -0.4% | +79.6% | +77.7% |
| 30D | +48.0% | -9.9% | +57.9% | +65.0% |
| 3M | +18.2% | -1.2% | +19.4% | +15.4% |
| 6M | -12.5% | +11.3% | -23.8% | -29.2% |
| YTD | -39.2% | -4.0% | -35.2% | -37.4% |
| All | -37.1% | -8.3% | -28.7% | -28.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling