+49.2%
IGV vs APLD
+230.9%
-181.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +9.7% | -9.9% | -0.7% |
| 7D | -5.2% | -12.7% | +7.5% | -4.6% |
| 30D | -10.0% | -34.7% | +24.7% | -8.0% |
| 3M | -0.5% | -46.1% | +45.6% | +2.4% |
| 6M | +12.6% | -64.9% | +77.5% | +17.9% |
| YTD | -6.4% | -36.6% | +30.2% | -6.3% |
| 1Y | -9.5% | -50.0% | +40.4% | -8.6% |
| 3Y | +41.7% | +190.1% | -148.4% | +20.4% |
| All | +49.2% | +230.9% | -181.7% | +15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside APLD.
Daily Out/Under-Performance
Portfolio return minus APLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APLD 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 5y: compounded portfolio wealth divided by compounded APLD 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…
5y analysis · Full analysis span regression · 6 months rolling