+356.3%
IGV vs BIIB
-26.8%
+383.1%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.2% | -2.8% | -1.0% |
| 7D | -5.4% | -4.0% | -1.3% | -4.7% |
| 30D | -2.6% | +5.7% | -8.3% | -3.6% |
| 3M | +10.5% | +10.9% | -0.4% | +8.2% |
| 6M | +18.2% | +14.3% | +3.8% | +14.7% |
| YTD | -4.2% | +22.4% | -26.6% | -8.5% |
| 1Y | -9.8% | +51.1% | -60.9% | -17.4% |
| 3Y | +39.1% | -16.8% | +55.9% | +40.5% |
| 5Y | +21.2% | -28.1% | +49.4% | +23.3% |
| All | +356.3% | -26.8% | +383.1% | +335.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BIIB.
Daily Out/Under-Performance
Portfolio return minus BIIB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIIB 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 BIIB 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