+41.7%
IGV vs STM
+4.7%
+36.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.4% | -4.6% | -0.9% |
| 7D | -5.2% | -10.7% | +5.6% | -3.5% |
| 30D | -10.0% | -25.7% | +15.8% | -5.8% |
| 3M | -0.5% | -21.6% | +21.0% | +2.9% |
| 6M | +12.6% | -27.8% | +40.4% | +15.2% |
| YTD | -6.4% | +61.8% | -68.2% | -21.7% |
| 1Y | -9.5% | +78.1% | -87.6% | -26.2% |
| 3Y | +41.7% | +4.9% | +36.8% | +21.8% |
| All | +41.7% | +4.7% | +36.9% | +21.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling