+363.9%
IGV vs APH
+1,054.4%
-690.5%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.9% | -3.1% | -2.7% |
| 7D | -4.5% | +5.0% | -9.5% | -7.0% |
| 30D | +3.2% | -3.9% | +7.1% | +4.9% |
| 3M | +4.5% | +13.0% | -8.4% | -4.3% |
| 6M | +22.1% | +25.2% | -3.0% | +3.1% |
| YTD | -1.0% | +22.9% | -24.0% | -18.5% |
| 1Y | -2.1% | +47.8% | -49.9% | -29.7% |
| 3Y | +44.6% | +283.0% | -238.4% | -49.2% |
| 5Y | +22.2% | +349.7% | -327.5% | -61.9% |
| All | +363.9% | +1,054.4% | -690.5% | -28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside APH.
Daily Out/Under-Performance
Portfolio return minus APH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APH 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 10y: compounded portfolio wealth divided by compounded APH 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…
10y analysis · Full analysis span regression · 6 months rolling