+646.2%
STX vs IGV
+40.9%
+605.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +2.6% | +7.2% | +8.5% |
| 7D | -14.8% | -0.4% | -14.3% | -14.2% |
| 30D | -35.4% | -9.9% | -25.4% | -31.9% |
| 3M | -37.7% | -1.2% | -36.5% | -37.3% |
| 6M | -35.2% | +11.3% | -46.6% | -39.3% |
| YTD | +84.4% | -4.0% | +88.4% | +91.0% |
| 1Y | +82.3% | -7.3% | +89.6% | +94.4% |
| 3Y | +646.2% | +42.8% | +603.5% | +472.6% |
| All | +646.2% | +40.9% | +605.3% | +472.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling