+973.2%
IGV vs APD
+1,167.8%
-194.6%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.3% | -1.7% |
| 7D | -4.5% | -2.2% | -2.3% | -3.4% |
| 30D | +3.2% | +2.1% | +1.1% | +2.0% |
| 3M | +4.5% | +7.2% | -2.6% | +0.2% |
| 6M | +22.1% | +11.2% | +10.9% | +13.9% |
| YTD | -1.0% | +24.4% | -25.4% | -13.6% |
| 1Y | -2.1% | +6.7% | -8.8% | -8.2% |
| 3Y | +44.6% | +9.2% | +35.3% | +28.0% |
| 5Y | +22.2% | +27.4% | -5.2% | -2.4% |
| 10Y | +364.7% | +164.8% | +199.9% | +129.9% |
| All | +973.2% | +1,167.8% | -194.6% | +60.5% |
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