+941.3%
IGV vs STM
+164.6%
+776.6%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +6.8% | -4.2% | +0.1% |
| 7D | -0.4% | -5.6% | +5.1% | +1.2% |
| 30D | -9.9% | -14.4% | +4.5% | -5.4% |
| 3M | -1.2% | -20.5% | +19.3% | +5.6% |
| 6M | +11.3% | -24.5% | +35.8% | +16.0% |
| YTD | -4.0% | +72.7% | -76.7% | -29.2% |
| 1Y | -7.3% | +91.0% | -98.3% | -34.4% |
| 3Y | +42.8% | +13.5% | +29.2% | +14.7% |
| 5Y | +13.7% | -9.2% | +22.8% | -2.7% |
| 10Y | +354.8% | +422.5% | -67.7% | +72.4% |
| All | +941.3% | +164.6% | +776.6% | +264.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling