+973.2%
IGV vs BIIB
+338.2%
+635.0%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.6% | -1.8% |
| 7D | -4.5% | +1.1% | -5.6% | -4.8% |
| 30D | +3.2% | +6.9% | -3.7% | +1.5% |
| 3M | +4.5% | +12.4% | -7.9% | +1.1% |
| 6M | +22.1% | +16.3% | +5.8% | +16.7% |
| YTD | -1.0% | +25.5% | -26.5% | -7.6% |
| 1Y | -2.1% | +57.8% | -59.9% | -14.0% |
| 3Y | +44.6% | -17.3% | +61.9% | +46.5% |
| 5Y | +22.2% | -33.8% | +56.0% | +27.7% |
| 10Y | +364.7% | -29.6% | +394.3% | +321.6% |
| All | +973.2% | +338.2% | +635.0% | +334.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling