+364.4%
IGV vs IBB
+122.2%
+242.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.2% |
| 7D | -1.5% | -3.9% | +2.3% | +1.3% |
| 30D | -3.0% | +2.7% | -5.8% | -5.3% |
| 3M | +9.6% | +21.4% | -11.8% | -5.3% |
| 6M | +16.1% | +20.1% | -4.0% | +0.5% |
| YTD | -3.6% | +21.9% | -25.5% | -17.8% |
| 1Y | -7.8% | +44.1% | -52.0% | -31.0% |
| 3Y | +40.0% | +63.4% | -23.4% | -6.5% |
| 5Y | +21.2% | +19.8% | +1.5% | +1.5% |
| 10Y | +364.4% | +127.0% | +237.4% | +166.2% |
| All | +364.4% | +122.2% | +242.2% | +166.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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