+363.6%
IGV vs STT
+198.3%
+165.3%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.1% | -0.2% |
| 7D | +2.3% | +4.8% | -2.4% | +0.6% |
| 30D | -6.0% | +3.9% | -9.9% | -7.3% |
| 3M | -4.8% | -8.2% | +3.4% | -1.9% |
| 6M | +14.2% | +15.6% | -1.4% | +7.9% |
| YTD | -4.2% | +37.6% | -41.9% | -15.5% |
| 1Y | -5.3% | +50.1% | -55.4% | -19.1% |
| 3Y | +38.8% | +183.1% | -144.3% | -6.5% |
| 5Y | +14.2% | +104.8% | -90.6% | -16.8% |
| All | +363.6% | +198.3% | +165.3% | +186.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 10y: compounded portfolio wealth divided by compounded STT 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…
10y analysis · Full analysis span regression · 6 months rolling