+35.5%
IBB vs PENG
+31.0%
+4.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -23.0% | +18.0% | -2.6% |
| 7D | -3.6% | -36.7% | +33.1% | +0.6% |
| 30D | +3.4% | -42.0% | +45.4% | +8.4% |
| 3M | +9.5% | -33.2% | +42.7% | +12.4% |
| 6M | +23.3% | +2.1% | +21.2% | +15.8% |
| YTD | +24.5% | +90.3% | -65.7% | +5.8% |
| 1Y | +32.9% | +67.7% | -34.7% | +14.7% |
| 3Y | +76.6% | +154.2% | -77.7% | +35.2% |
| 5Y | +35.5% | +28.3% | +7.2% | +11.2% |
| All | +35.5% | +31.0% | +4.5% | +11.2% |
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