+973.2%
IGV vs STM
+209.8%
+763.3%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.9% | -4.1% | -2.9% |
| 7D | -4.5% | +5.8% | -10.3% | -6.5% |
| 30D | +3.2% | -1.0% | +4.2% | +3.3% |
| 3M | +4.5% | -33.3% | +37.8% | +17.5% |
| 6M | +22.1% | +57.4% | -35.2% | -4.0% |
| YTD | -1.0% | +102.2% | -103.2% | -30.1% |
| 1Y | -2.1% | +99.6% | -101.7% | -31.3% |
| 3Y | +44.6% | +14.5% | +30.1% | +17.9% |
| 5Y | +22.2% | +21.4% | +0.8% | -5.2% |
| 10Y | +364.7% | +695.0% | -330.2% | +51.0% |
| All | +973.2% | +209.8% | +763.3% | +259.3% |
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