+99.9%
PBR vs IBB
+64.8%
+35.0%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.2% | +5.7% | +3.9% |
| 7D | +2.5% | -1.7% | +4.1% | +2.7% |
| 30D | +19.4% | +4.9% | +14.5% | +18.3% |
| 3M | +20.8% | +24.2% | -3.4% | +15.7% |
| 6M | +23.5% | +23.8% | -0.4% | +17.8% |
| YTD | +83.4% | +23.0% | +60.4% | +75.1% |
| 1Y | +77.6% | +46.2% | +31.4% | +60.2% |
| 3Y | +99.9% | +64.8% | +35.0% | +69.9% |
| All | +99.9% | +64.8% | +35.0% | +69.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling