+364.8%
IGV vs APH
+944.7%
-579.9%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -1.0% |
| 7D | +2.5% | +11.1% | -8.7% | -3.2% |
| 30D | -8.6% | -7.3% | -1.3% | -5.8% |
| 3M | -1.6% | -6.2% | +4.6% | -0.1% |
| 6M | +13.4% | +24.9% | -11.5% | -4.0% |
| YTD | -4.0% | +18.4% | -22.4% | -20.5% |
| 1Y | -7.6% | +13.0% | -20.6% | -21.6% |
| 3Y | +39.3% | +276.4% | -237.1% | -51.6% |
| 5Y | +14.5% | +296.4% | -281.9% | -61.9% |
| All | +364.8% | +944.7% | -579.9% | -27.0% |
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