+914.8%
IGV vs STM
+147.9%
+766.9%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.4% | -4.6% | -1.7% |
| 7D | -5.2% | -10.7% | +5.6% | -1.6% |
| 30D | -10.0% | -25.7% | +15.8% | -0.5% |
| 3M | -0.5% | -21.6% | +21.0% | +6.9% |
| 6M | +12.6% | -27.8% | +40.4% | +19.1% |
| YTD | -6.4% | +61.8% | -68.2% | -29.3% |
| 1Y | -9.5% | +78.1% | -87.6% | -34.3% |
| 3Y | +41.7% | +4.9% | +36.8% | +17.3% |
| 5Y | +12.7% | -14.3% | +26.9% | -1.5% |
| 10Y | +354.1% | +414.1% | -60.0% | +72.9% |
| All | +914.8% | +147.9% | +766.9% | +263.5% |
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