+575.8%
PBR vs IBB
+126.8%
+449.0%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.8% | +1.5% |
| 7D | -1.0% | -0.5% | -0.5% | -0.9% |
| 30D | -29.3% | +4.6% | -33.8% | -31.2% |
| 3M | +5.5% | +6.8% | -1.3% | +1.0% |
| 6M | -2.9% | +23.1% | -26.0% | -14.5% |
| YTD | +61.5% | +26.0% | +35.4% | +39.0% |
| 1Y | +46.9% | +30.4% | +16.5% | +23.7% |
| 3Y | +66.4% | +85.4% | -19.0% | +10.2% |
| 5Y | +460.3% | +39.7% | +420.6% | +336.5% |
| All | +575.8% | +126.8% | +449.0% | +265.3% |
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