+44.0%
IGV vs ADP
+18.2%
+25.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.1% | -0.1% | -1.1% |
| 7D | -4.5% | -3.4% | -1.1% | -2.7% |
| 30D | +3.2% | +2.8% | +0.4% | +1.8% |
| 3M | +4.5% | +20.9% | -16.4% | -5.9% |
| 6M | +22.1% | +29.9% | -7.8% | +5.6% |
| YTD | -1.0% | +9.6% | -10.7% | -6.8% |
| 1Y | -2.1% | -5.3% | +3.2% | -0.8% |
| All | +44.0% | +18.2% | +25.8% | +34.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling