+364.4%
IGV vs STT
+262.1%
+102.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -1.5% | +1.0% | -2.5% | -1.9% |
| 30D | -3.0% | +2.8% | -5.8% | -4.1% |
| 3M | +9.6% | +18.1% | -8.6% | +2.8% |
| 6M | +16.1% | +59.2% | -43.1% | -2.6% |
| YTD | -3.6% | +51.5% | -55.1% | -17.8% |
| 1Y | -7.8% | +75.7% | -83.5% | -25.7% |
| 3Y | +40.0% | +200.8% | -160.8% | -7.7% |
| 5Y | +21.2% | +155.8% | -134.6% | -18.0% |
| 10Y | +364.4% | +266.4% | +98.0% | +159.5% |
| All | +364.4% | +262.1% | +102.4% | +159.5% |
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