+1,248.2%
PANW vs IBB
+125.5%
+1,122.7%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.1% | -2.5% | -2.4% |
| 7D | -0.8% | -4.2% | +3.5% | +1.9% |
| 30D | -14.6% | +1.1% | -15.7% | -15.8% |
| 3M | +18.3% | +19.0% | -0.8% | +4.7% |
| 6M | +100.5% | +18.9% | +81.6% | +76.7% |
| YTD | +79.5% | +20.3% | +59.2% | +56.4% |
| 1Y | +66.7% | +41.5% | +25.2% | +29.9% |
| 3Y | +161.2% | +60.3% | +101.0% | +83.1% |
| 5Y | +322.2% | +18.7% | +303.5% | +258.2% |
| All | +1,248.2% | +125.5% | +1,122.7% | +657.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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