+487.4%
STX vs IGV
+13.6%
+473.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +2.6% | +7.2% | +8.3% |
| 7D | -14.8% | -0.4% | -14.3% | -14.1% |
| 30D | -35.4% | -9.9% | -25.4% | -31.0% |
| 3M | -37.7% | -1.2% | -36.5% | -37.4% |
| 6M | -35.2% | +11.3% | -46.6% | -40.5% |
| YTD | +84.4% | -4.0% | +88.4% | +85.2% |
| 1Y | +82.3% | -7.3% | +89.6% | +88.4% |
| 3Y | +646.2% | +42.8% | +603.5% | +462.5% |
| 5Y | +487.4% | +13.7% | +473.8% | +363.8% |
| All | +487.4% | +13.6% | +473.8% | +363.8% |
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