+21.2%
IGV vs APTV
-69.9%
+91.1%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.7% | +1.9% | 0.0% |
| 7D | -1.5% | -1.2% | -0.4% | -1.2% |
| 30D | -3.0% | -10.6% | +7.6% | +0.3% |
| 3M | +9.6% | -35.0% | +44.6% | +24.2% |
| 6M | +16.1% | -38.9% | +55.0% | +33.0% |
| YTD | -3.6% | -41.5% | +37.9% | +11.5% |
| 1Y | -7.8% | -45.8% | +38.0% | +9.3% |
| 3Y | +40.0% | -55.7% | +95.7% | +72.8% |
| 5Y | +21.2% | -70.1% | +91.3% | +69.0% |
| All | +21.2% | -69.9% | +91.1% | +69.0% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 APTV 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