-2.1%
IGV vs STM
+107.3%
-109.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.9% | -4.1% | -2.4% |
| 7D | -4.5% | +5.8% | -10.3% | -4.9% |
| 30D | +3.2% | -1.0% | +4.2% | +3.2% |
| 3M | +4.5% | -33.3% | +37.8% | +6.8% |
| 6M | +22.1% | +57.4% | -35.2% | +11.0% |
| YTD | -1.0% | +102.2% | -103.2% | -14.3% |
| 1Y | -2.1% | +99.6% | -101.7% | -16.0% |
| All | -2.1% | +107.3% | -109.4% | -16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STM.
Daily Out/Under-Performance
Portfolio return minus STM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STM 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 1y: compounded portfolio wealth divided by compounded STM 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…
1y analysis · Full analysis span regression · 6 months rolling