+850.7%
APP vs IGV
+39.8%
+810.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.8% | -2.0% | -1.7% |
| 7D | +10.6% | +2.5% | +8.1% | +7.1% |
| 30D | +44.6% | -8.6% | +53.2% | +61.8% |
| 3M | +29.6% | -1.6% | +31.2% | +26.6% |
| 6M | -19.8% | +13.4% | -33.2% | -38.3% |
| YTD | -41.6% | -4.0% | -37.6% | -39.6% |
| 1Y | -32.7% | -7.6% | -25.1% | -25.5% |
| All | +850.7% | +39.8% | +810.9% | +527.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling