+929.7%
IGV vs APD
+1,222.6%
-292.9%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.3% |
| 7D | -2.3% | -0.2% | -2.0% | -2.1% |
| 30D | -11.0% | +11.0% | -22.0% | -15.8% |
| 3M | -4.5% | +2.0% | -6.4% | -5.8% |
| 6M | +10.1% | +7.1% | +3.0% | +5.1% |
| YTD | -5.1% | +29.8% | -34.8% | -19.1% |
| 1Y | -10.2% | +24.0% | -34.3% | -22.1% |
| 3Y | +37.7% | +27.2% | +10.6% | +13.0% |
| 5Y | +15.7% | +12.8% | +2.9% | -0.9% |
| 10Y | +357.1% | +185.0% | +172.1% | +116.9% |
| All | +929.7% | +1,222.6% | -292.9% | +50.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling