+1,972.8%
STX vs IGV
+355.7%
+1,617.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.3% | -2.8% | -2.9% |
| 7D | +14.6% | +2.3% | +12.3% | +13.2% |
| 30D | -26.0% | -6.0% | -20.0% | -22.4% |
| 3M | -42.6% | -4.8% | -37.8% | -41.0% |
| 6M | -35.3% | +14.2% | -49.5% | -41.9% |
| YTD | +92.5% | -4.2% | +96.7% | +91.6% |
| 1Y | +102.4% | -5.3% | +107.7% | +103.3% |
| 3Y | +673.8% | +38.8% | +635.0% | +488.6% |
| 5Y | +463.1% | +14.2% | +448.8% | +377.0% |
| All | +1,972.8% | +355.7% | +1,617.1% | +383.1% |
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