+57.7%
IGV vs APLD
+461.1%
-403.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.8% | -4.0% | -2.3% |
| 7D | -4.5% | +4.1% | -8.6% | -4.7% |
| 30D | +3.2% | -11.7% | +14.9% | +3.8% |
| 3M | +4.5% | -40.3% | +44.8% | +7.0% |
| 6M | +22.1% | -8.0% | +30.1% | +20.9% |
| YTD | -1.0% | +7.5% | -8.6% | -3.4% |
| 1Y | -2.1% | +84.0% | -86.1% | -8.0% |
| 3Y | +44.6% | +356.2% | -311.7% | +19.9% |
| All | +57.7% | +461.1% | -403.3% | +19.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling