+929.7%
IGV vs ADP
+1,176.2%
-246.6%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.8% |
| 7D | -2.3% | +3.2% | -5.5% | -4.3% |
| 30D | -11.0% | +12.8% | -23.7% | -18.0% |
| 3M | -4.5% | +12.3% | -16.8% | -11.9% |
| 6M | +10.1% | +45.4% | -35.3% | -14.6% |
| YTD | -5.1% | +21.4% | -26.5% | -17.5% |
| 1Y | -10.2% | +23.7% | -33.9% | -23.1% |
| 3Y | +37.7% | +43.6% | -5.9% | +5.8% |
| 5Y | +15.7% | +48.7% | -33.0% | -13.7% |
| 10Y | +357.1% | +316.1% | +41.0% | +65.1% |
| All | +929.7% | +1,176.2% | -246.6% | +72.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling