+22.4%
IBB vs PENG
+115.2%
-92.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +6.4% | -7.3% | -1.6% |
| 7D | +1.4% | +4.5% | -3.1% | +0.9% |
| 30D | +10.5% | -7.1% | +17.6% | +11.0% |
| 3M | +23.6% | -27.3% | +50.9% | +25.6% |
| 6M | +22.6% | +169.6% | -147.0% | +2.2% |
| YTD | +25.7% | +164.6% | -138.9% | +4.5% |
| 1Y | +51.4% | +109.5% | -58.1% | +29.3% |
| 3Y | +64.4% | +98.9% | -34.6% | +32.5% |
| All | +22.4% | +115.2% | -92.8% | -3.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling