+37.2%
IBB vs PENG
+42.1%
-4.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +12.4% | -10.7% | +0.4% |
| 7D | -1.8% | -19.4% | +17.6% | 0.0% |
| 30D | +5.1% | -42.4% | +47.5% | +10.3% |
| 3M | +10.7% | -25.6% | +36.4% | +12.3% |
| 6M | +22.9% | +7.3% | +15.6% | +15.1% |
| YTD | +26.7% | +113.9% | -87.2% | +6.2% |
| 1Y | +35.1% | +93.6% | -58.5% | +14.6% |
| 3Y | +80.2% | +170.2% | -90.0% | +37.5% |
| All | +37.2% | +42.1% | -4.9% | +11.0% |
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