+973.2%
IGV vs ADP
+1,052.6%
-79.4%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.1% | -0.1% | -0.9% |
| 7D | -4.5% | -3.4% | -1.1% | -2.3% |
| 30D | +3.2% | +2.8% | +0.4% | +1.4% |
| 3M | +4.5% | +20.9% | -16.4% | -8.0% |
| 6M | +22.1% | +29.9% | -7.8% | +2.3% |
| YTD | -1.0% | +9.6% | -10.7% | -7.6% |
| 1Y | -2.1% | -5.3% | +3.2% | 0.0% |
| 3Y | +44.6% | +16.5% | +28.1% | +27.5% |
| 5Y | +22.2% | +49.4% | -27.2% | -8.5% |
| 10Y | +364.7% | +282.2% | +82.5% | +78.2% |
| All | +973.2% | +1,052.6% | -79.4% | +93.1% |
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