+13.7%
IGV vs APD
+12.1%
+1.5%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.0% | +0.6% | +2.0% |
| 7D | -0.4% | -1.6% | +1.1% | 0.0% |
| 30D | -9.9% | +10.6% | -20.6% | -12.6% |
| 3M | -1.2% | +2.5% | -3.7% | -2.0% |
| 6M | +11.3% | +6.0% | +5.4% | +8.9% |
| YTD | -4.0% | +28.4% | -32.4% | -12.7% |
| 1Y | -7.3% | +22.2% | -29.5% | -14.5% |
| 3Y | +42.8% | +26.6% | +16.2% | +26.7% |
| 5Y | +13.7% | +11.8% | +1.9% | -6.8% |
| All | +13.7% | +12.1% | +1.5% | -6.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling