-7.8%
IGV vs STM
+98.5%
-106.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.7% |
| 7D | -1.5% | +1.7% | -3.2% | -1.7% |
| 30D | -3.0% | -5.2% | +2.1% | -2.7% |
| 3M | +9.6% | -29.6% | +39.2% | +11.5% |
| 6M | +16.1% | +54.4% | -38.2% | +5.5% |
| YTD | -3.6% | +99.5% | -103.2% | -16.8% |
| 1Y | -7.8% | +100.8% | -108.6% | -22.2% |
| All | -7.8% | +98.5% | -106.4% | -22.2% |
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