+973.2%
IGV vs STT
+534.8%
+438.4%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.4% | -2.3% |
| 7D | -4.5% | +0.5% | -5.0% | -4.6% |
| 30D | +3.2% | +3.9% | -0.6% | +1.9% |
| 3M | +4.5% | +20.0% | -15.4% | -1.9% |
| 6M | +22.1% | +55.3% | -33.2% | +4.9% |
| YTD | -1.0% | +53.3% | -54.4% | -14.7% |
| 1Y | -2.1% | +74.7% | -76.8% | -19.3% |
| 3Y | +44.6% | +205.8% | -161.3% | -1.5% |
| 5Y | +22.2% | +145.0% | -122.8% | -12.5% |
| 10Y | +364.7% | +266.0% | +98.7% | +172.5% |
| All | +973.2% | +534.8% | +438.4% | +218.4% |
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