+123.8%
STX vs IGV
-8.7%
+132.5%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +0.9% | -9.0% | -8.2% |
| 7D | -20.2% | -7.5% | -12.7% | -19.5% |
| 30D | -37.2% | -5.6% | -31.6% | -36.7% |
| 3M | -34.1% | +1.5% | -35.6% | -33.8% |
| 6M | -24.5% | +17.1% | -41.6% | -25.6% |
| YTD | +102.9% | -2.0% | +104.9% | +148.2% |
| 1Y | +123.8% | -7.5% | +131.3% | +200.4% |
| All | +123.8% | -8.7% | +132.5% | +200.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IGV.
Daily Out/Under-Performance
Portfolio return minus IGV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IGV 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 1y: compounded portfolio wealth divided by compounded IGV 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…
1y analysis · Full analysis span regression · 6 months rolling