+357.1%
IGV vs APH
+938.3%
-581.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.6% |
| 7D | -2.3% | -5.0% | +2.8% | -0.1% |
| 30D | -11.0% | -8.4% | -2.6% | -7.7% |
| 3M | -4.5% | -4.5% | 0.0% | -4.0% |
| 6M | +10.1% | +25.3% | -15.2% | -7.2% |
| YTD | -5.1% | +18.9% | -24.0% | -21.6% |
| 1Y | -10.2% | +11.9% | -22.2% | -23.2% |
| 3Y | +37.7% | +278.0% | -240.2% | -52.2% |
| 5Y | +15.7% | +306.4% | -290.7% | -62.1% |
| 10Y | +357.1% | +955.2% | -598.1% | -28.9% |
| All | +357.1% | +938.3% | -581.2% | -28.9% |
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