+914.8%
IGV vs APH
+13,398.7%
-12,483.9%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.1% | -4.2% | -2.3% |
| 7D | -5.2% | -5.9% | +0.8% | -2.6% |
| 30D | -10.0% | -14.8% | +4.8% | -3.0% |
| 3M | -0.5% | -12.4% | +11.9% | +4.7% |
| 6M | +12.6% | +8.1% | +4.6% | +3.5% |
| YTD | -6.4% | +10.9% | -17.4% | -18.3% |
| 1Y | -9.5% | +8.8% | -18.3% | -20.5% |
| 3Y | +41.7% | +262.1% | -220.4% | -38.7% |
| 5Y | +12.7% | +283.1% | -270.5% | -52.5% |
| 10Y | +354.1% | +908.1% | -554.0% | +11.9% |
| All | +914.8% | +13,398.7% | -12,483.9% | -50.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling