+333.0%
APP vs IGV
+22.6%
+310.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.2% | +4.5% | +5.7% |
| 7D | +0.9% | -4.5% | +5.4% | +7.4% |
| 30D | -23.3% | +3.2% | -26.5% | -28.4% |
| 3M | -42.6% | +4.5% | -47.2% | -47.5% |
| 6M | -33.6% | +22.1% | -55.7% | -53.8% |
| YTD | -52.4% | -1.0% | -51.4% | -52.2% |
| 1Y | -35.9% | -2.1% | -33.8% | -34.5% |
| 3Y | +642.2% | +44.6% | +597.6% | +333.1% |
| All | +333.0% | +22.6% | +310.4% | +243.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling