+21.2%
IGV vs STM
+21.1%
+0.1%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.6% |
| 7D | -1.5% | +1.7% | -3.2% | -2.0% |
| 30D | -3.0% | -5.2% | +2.1% | -1.7% |
| 3M | +9.6% | -29.6% | +39.2% | +18.6% |
| 6M | +16.1% | +54.4% | -38.2% | -6.1% |
| YTD | -3.6% | +99.5% | -103.2% | -29.8% |
| 1Y | -7.8% | +100.8% | -108.6% | -33.8% |
| 3Y | +40.0% | +20.2% | +19.8% | +16.3% |
| 5Y | +21.2% | +21.1% | +0.1% | -4.9% |
| All | +21.2% | +21.1% | +0.1% | -4.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling