+949.2%
IGV vs APA
+242.3%
+706.9%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.6% | -1.7% | +1.2% |
| 7D | -1.3% | +5.1% | -6.3% | -2.2% |
| 30D | -8.1% | +0.3% | -8.4% | -8.4% |
| 3M | -1.6% | +15.6% | -17.3% | -4.8% |
| 6M | +12.7% | +28.9% | -16.2% | +6.2% |
| YTD | -3.3% | +96.6% | -99.8% | -17.2% |
| 1Y | -7.9% | +95.5% | -103.4% | -21.2% |
| 3Y | +40.3% | +41.8% | -1.5% | +23.3% |
| 5Y | +17.3% | +85.4% | -68.1% | -6.6% |
| 10Y | +362.3% | +4.5% | +357.7% | +237.0% |
| All | +949.2% | +242.3% | +706.9% | +320.6% |
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