-7.5%
IGV vs STM
+92.4%
-99.9%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -6.1% | +6.9% | +1.3% |
| 7D | -7.5% | -6.0% | -1.4% | -7.1% |
| 30D | -5.6% | -20.9% | +15.3% | -4.4% |
| 3M | +1.5% | -15.8% | +17.3% | +2.3% |
| 6M | +17.1% | -17.0% | +34.2% | +16.5% |
| YTD | -2.0% | +76.8% | -78.8% | -16.5% |
| 1Y | -7.5% | +96.5% | -104.0% | -24.3% |
| All | -7.5% | +92.4% | -99.9% | -24.3% |
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