+38.8%
IGV vs STM
+16.3%
+22.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.8% | -0.4% |
| 7D | +2.3% | +12.0% | -9.7% | +0.4% |
| 30D | -6.0% | -0.4% | -5.6% | -6.2% |
| 3M | -4.8% | -13.2% | +8.4% | -3.2% |
| 6M | +14.2% | -26.1% | +40.3% | +17.0% |
| YTD | -4.2% | +81.2% | -85.4% | -21.3% |
| 1Y | -5.3% | +98.3% | -103.6% | -24.0% |
| 3Y | +38.8% | +16.7% | +22.1% | +17.1% |
| All | +38.8% | +16.3% | +22.4% | +17.1% |
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