+53.0%
IGV vs APLD
+260.6%
-207.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.4% | +4.6% | -0.5% |
| 7D | +2.5% | +19.6% | -17.2% | +1.4% |
| 30D | -8.6% | -24.5% | +15.9% | -7.4% |
| 3M | -1.6% | -45.6% | +44.0% | +1.3% |
| 6M | +13.4% | -61.4% | +74.9% | +18.2% |
| YTD | -4.0% | -30.9% | +26.9% | -4.4% |
| 1Y | -7.6% | -35.8% | +28.2% | -8.0% |
| 3Y | +39.3% | +261.4% | -222.1% | +16.9% |
| All | +53.0% | +260.6% | -207.6% | +18.3% |
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