+23.5%
IGV vs IBB
+22.5%
+1.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -1.6% |
| 7D | -4.5% | +1.4% | -5.9% | -5.5% |
| 30D | +3.2% | +10.5% | -7.3% | -4.3% |
| 3M | +4.5% | +23.6% | -19.1% | -10.9% |
| 6M | +22.1% | +22.6% | -0.5% | +4.0% |
| YTD | -1.0% | +25.7% | -26.7% | -17.6% |
| 1Y | -2.1% | +51.4% | -53.5% | -30.0% |
| 3Y | +44.6% | +64.4% | -19.8% | -6.0% |
| All | +23.5% | +22.5% | +1.0% | -0.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling