+914.8%
IGV vs IBB
+685.4%
+229.4%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.9% | -1.3% |
| 7D | -5.2% | -1.8% | -3.4% | -4.0% |
| 30D | -10.0% | +5.1% | -15.0% | -13.1% |
| 3M | -0.5% | +10.7% | -11.3% | -7.9% |
| 6M | +12.6% | +22.9% | -10.3% | -3.5% |
| YTD | -6.4% | +26.7% | -33.1% | -21.9% |
| 1Y | -9.5% | +35.1% | -44.6% | -27.9% |
| 3Y | +41.7% | +80.2% | -38.5% | -9.0% |
| 5Y | +12.7% | +37.8% | -25.2% | -12.4% |
| 10Y | +354.1% | +161.2% | +192.9% | +125.6% |
| All | +914.8% | +685.4% | +229.4% | +94.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling