+668.5%
PBR vs IBB
+125.2%
+543.3%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.4% | +3.5% | +2.9% |
| 7D | +4.2% | -5.2% | +9.5% | +7.1% |
| 30D | +22.7% | +1.5% | +21.3% | +21.4% |
| 3M | +21.5% | +22.1% | -0.6% | +8.5% |
| 6M | +24.0% | +17.7% | +6.3% | +11.8% |
| YTD | +88.2% | +20.2% | +68.1% | +67.4% |
| 1Y | +74.8% | +44.4% | +30.4% | +39.3% |
| 3Y | +105.1% | +61.1% | +44.0% | +49.3% |
| 5Y | +572.2% | +18.5% | +553.7% | +490.6% |
| All | +668.5% | +125.2% | +543.3% | +361.1% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling