+914.8%
IGV vs STT
+441.0%
+473.8%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.2% |
| 7D | -5.2% | -2.5% | -2.7% | -4.4% |
| 30D | -10.0% | -5.0% | -5.0% | -8.4% |
| 3M | -0.5% | -10.5% | +9.9% | +3.1% |
| 6M | +12.6% | +10.0% | +2.6% | +8.7% |
| YTD | -6.4% | +30.7% | -37.1% | -15.0% |
| 1Y | -9.5% | +43.8% | -53.3% | -20.4% |
| 3Y | +41.7% | +168.1% | -126.4% | +0.9% |
| 5Y | +12.7% | +101.4% | -88.7% | -13.8% |
| 10Y | +354.1% | +211.3% | +142.8% | +180.9% |
| All | +914.8% | +441.0% | +473.8% | +217.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling