+364.4%
IGV vs ADP
+270.4%
+94.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.2% |
| 7D | -1.5% | -5.7% | +4.1% | +2.0% |
| 30D | -3.0% | -3.1% | +0.1% | -1.1% |
| 3M | +9.6% | +15.6% | -6.0% | -0.2% |
| 6M | +16.1% | +20.8% | -4.7% | +2.6% |
| YTD | -3.6% | +4.7% | -8.4% | -7.1% |
| 1Y | -7.8% | -8.3% | +0.4% | -4.0% |
| 3Y | +40.0% | +13.6% | +26.4% | +26.4% |
| 5Y | +21.2% | +45.0% | -23.8% | -5.9% |
| 10Y | +364.4% | +279.0% | +85.4% | +124.4% |
| All | +364.4% | +270.4% | +94.0% | +124.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP 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 ADP 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