+41.1%
IBB vs PENG
+65.6%
-24.5%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.7% | -3.9% | -2.3% |
| 7D | +1.6% | +34.6% | -33.0% | -1.7% |
| 30D | +6.7% | -35.9% | +42.6% | +10.7% |
| 3M | +6.3% | -14.7% | +21.0% | +6.3% |
| 6M | +23.9% | +13.5% | +10.4% | +15.9% |
| YTD | +26.6% | +156.1% | -129.6% | +4.0% |
| 1Y | +29.6% | +141.3% | -111.7% | +7.2% |
| 3Y | +86.1% | +223.4% | -137.4% | +39.1% |
| All | +41.1% | +65.6% | -24.5% | +11.8% |
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