+802.5%
IGV vs APTV
+138.1%
+664.5%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | +2.3% | -1.7% | +4.1% | +2.9% |
| 30D | -6.0% | -11.6% | +5.6% | -2.4% |
| 3M | -4.8% | -21.2% | +16.4% | +2.2% |
| 6M | +14.2% | -28.5% | +42.8% | +24.1% |
| YTD | -4.2% | -49.1% | +44.8% | +15.2% |
| 1Y | -5.3% | -52.2% | +46.9% | +16.3% |
| 3Y | +38.8% | -48.6% | +87.4% | +59.4% |
| 5Y | +14.2% | -77.3% | +91.5% | +68.0% |
| 10Y | +357.6% | -26.9% | +384.4% | +301.0% |
| All | +802.5% | +138.1% | +664.5% | +330.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling