-9.2%
IGV vs STM
+90.1%
-99.4%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +6.8% | -4.2% | +2.1% |
| 7D | -0.4% | -5.6% | +5.1% | -0.1% |
| 30D | -9.9% | -14.4% | +4.5% | -9.2% |
| 3M | -1.2% | -20.5% | +19.3% | -0.1% |
| 6M | +11.3% | -24.5% | +35.8% | +11.8% |
| YTD | -4.0% | +72.7% | -76.7% | -17.7% |
| All | -9.2% | +90.1% | -99.4% | -24.8% |
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