+832.7%
IGV vs APTV
+194.6%
+638.1%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.1% | -5.3% | -3.2% |
| 7D | -4.5% | +4.8% | -9.3% | -6.0% |
| 30D | +3.2% | +2.0% | +1.2% | +2.4% |
| 3M | +4.5% | -34.2% | +38.8% | +18.2% |
| 6M | +22.1% | -34.7% | +56.8% | +36.8% |
| YTD | -1.0% | -37.0% | +35.9% | +11.7% |
| 1Y | -2.1% | -40.4% | +38.3% | +12.3% |
| 3Y | +44.6% | -54.1% | +98.7% | +73.9% |
| 5Y | +22.2% | -68.0% | +90.2% | +61.2% |
| 10Y | +364.7% | -15.5% | +380.2% | +291.4% |
| All | +832.7% | +194.6% | +638.1% | +317.1% |
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