+500.0%
APP vs IGV
+33.4%
+466.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.1% | +10.0% | +10.1% |
| 7D | +71.2% | -5.2% | +76.4% | +82.2% |
| 30D | +39.1% | -10.0% | +49.1% | +59.8% |
| 3M | +16.5% | -0.5% | +17.1% | +11.2% |
| 6M | -16.6% | +12.6% | -29.2% | -35.5% |
| YTD | -41.9% | -6.4% | -35.5% | -38.1% |
| 1Y | -37.0% | -9.5% | -27.5% | -28.7% |
| 3Y | +892.4% | +41.7% | +850.7% | +484.7% |
| 5Y | +297.3% | +12.7% | +284.6% | +243.5% |
| All | +500.0% | +33.4% | +466.7% | +262.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling