+2,108.4%
STX vs IGV
+366.7%
+1,741.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +1.9% | +8.1% | +8.8% |
| 7D | -1.0% | -1.3% | +0.3% | +0.5% |
| 30D | -26.8% | -8.1% | -18.6% | -22.2% |
| 3M | -32.7% | -1.6% | -31.1% | -32.2% |
| 6M | -33.7% | +12.7% | -46.5% | -40.0% |
| YTD | +101.0% | -3.3% | +104.3% | +98.7% |
| 1Y | +92.7% | -7.9% | +100.6% | +97.9% |
| 3Y | +708.7% | +40.3% | +668.4% | +510.9% |
| 5Y | +504.0% | +17.3% | +486.7% | +402.6% |
| 10Y | +2,108.4% | +362.3% | +1,746.1% | +434.2% |
| All | +2,108.4% | +366.7% | +1,741.7% | +434.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling