+44.0%
IGV vs APD
+11.2%
+32.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.3% | -2.1% |
| 7D | -4.5% | -2.2% | -2.3% | -4.2% |
| 30D | +3.2% | +2.1% | +1.1% | +2.9% |
| 3M | +4.5% | +7.2% | -2.6% | +3.5% |
| 6M | +22.1% | +11.2% | +10.9% | +19.8% |
| YTD | -1.0% | +24.4% | -25.4% | -5.2% |
| 1Y | -2.1% | +6.7% | -8.8% | -3.0% |
| All | +44.0% | +11.2% | +32.9% | +39.1% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 3y: compounded portfolio wealth divided by compounded APD 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…
3y analysis · Full analysis span regression · 6 months rolling