+973.2%
IGV vs APA
+211.7%
+761.5%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.2% | +1.0% | -1.6% |
| 7D | -4.5% | +0.5% | -5.0% | -4.6% |
| 30D | +3.2% | +23.4% | -20.2% | -1.1% |
| 3M | +4.5% | +12.7% | -8.2% | +1.5% |
| 6M | +22.1% | +39.4% | -17.3% | +12.8% |
| YTD | -1.0% | +79.0% | -80.0% | -13.4% |
| 1Y | -2.1% | +88.8% | -90.9% | -15.9% |
| 3Y | +44.6% | +6.4% | +38.2% | +34.7% |
| 5Y | +22.2% | +153.0% | -130.8% | -9.0% |
| 10Y | +364.7% | +7.5% | +357.2% | +231.3% |
| All | +973.2% | +211.7% | +761.5% | +339.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling