+1,144.9%
STX vs IGV
+21.2%
+1,123.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -1.8% | +8.3% | +7.5% |
| 7D | +10.7% | -3.3% | +14.1% | +12.5% |
| 30D | +11.3% | 0.0% | +11.3% | +10.4% |
| 3M | +3.2% | +7.3% | -4.1% | -2.8% |
| 6M | +157.0% | +16.7% | +140.3% | +126.5% |
| YTD | +229.2% | -2.8% | +232.1% | +226.8% |
| 1Y | +381.8% | -6.7% | +388.5% | +393.0% |
| 3Y | +1,383.2% | +41.1% | +1,342.1% | +1,023.1% |
| 5Y | +1,144.9% | +22.0% | +1,122.9% | +846.2% |
| All | +1,144.9% | +21.2% | +1,123.7% | +846.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling