+357.1%
IGV vs STT
+198.3%
+158.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.3% |
| 7D | -2.3% | +1.1% | -3.4% | -2.6% |
| 30D | -11.0% | -1.9% | -9.0% | -10.3% |
| 3M | -4.5% | -7.6% | +3.1% | -1.8% |
| 6M | +10.1% | +16.0% | -5.9% | +3.9% |
| YTD | -5.1% | +36.2% | -41.2% | -15.9% |
| 1Y | -10.2% | +46.8% | -57.0% | -22.7% |
| 3Y | +37.7% | +177.8% | -140.1% | -6.5% |
| 5Y | +15.7% | +105.8% | -90.1% | -15.7% |
| 10Y | +357.1% | +197.6% | +159.5% | +186.8% |
| All | +357.1% | +198.3% | +158.8% | +186.8% |
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