+364.4%
IGV vs APA
-1.1%
+365.5%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.0% | -3.8% | -1.2% |
| 7D | -1.5% | +0.3% | -1.9% | -1.6% |
| 30D | -3.0% | +9.3% | -12.3% | -4.1% |
| 3M | +9.6% | +23.3% | -13.8% | +6.5% |
| 6M | +16.1% | +39.5% | -23.4% | +10.6% |
| YTD | -3.6% | +87.6% | -91.2% | -11.8% |
| 1Y | -7.8% | +114.2% | -122.1% | -17.4% |
| 3Y | +40.0% | +13.6% | +26.4% | +32.4% |
| 5Y | +21.2% | +175.6% | -154.4% | +1.9% |
| 10Y | +364.4% | -2.6% | +367.0% | +278.9% |
| All | +364.4% | -1.1% | +365.5% | +278.9% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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