+130.2%
IBB vs PENG
+720.8%
-590.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +10.3% | -9.9% | -0.8% |
| 7D | -1.4% | +1.9% | -3.2% | -2.0% |
| 30D | +6.8% | -37.8% | +44.6% | +11.8% |
| 3M | +9.2% | -14.1% | +23.3% | +9.2% |
| 6M | +28.3% | +13.1% | +15.2% | +20.1% |
| YTD | +29.4% | +151.8% | -122.4% | +7.1% |
| 1Y | +33.2% | +136.0% | -102.8% | +11.0% |
| 3Y | +90.2% | +217.9% | -127.8% | +45.4% |
| 5Y | +44.0% | +64.1% | -20.1% | +14.9% |
| All | +130.2% | +720.8% | -590.6% | +44.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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