+3,621.5%
STX vs IGV
+356.9%
+3,264.6%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.5% |
| 7D | +9.6% | -1.5% | +11.1% | +10.3% |
| 30D | +10.6% | -3.0% | +13.6% | +11.8% |
| 3M | +4.8% | +9.6% | -4.8% | -3.4% |
| 6M | +137.3% | +16.1% | +121.1% | +107.3% |
| YTD | +222.5% | -3.6% | +226.1% | +217.9% |
| 1Y | +366.2% | -7.8% | +374.1% | +375.3% |
| 3Y | +1,352.9% | +40.0% | +1,312.9% | +989.6% |
| 5Y | +1,077.4% | +21.2% | +1,056.2% | +849.7% |
| 10Y | +3,621.5% | +364.4% | +3,257.1% | +768.3% |
| All | +3,621.5% | +356.9% | +3,264.6% | +768.3% |
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