+163.7%
PEG vs IBB
+127.7%
+36.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.2% | +2.8% | +1.3% |
| 7D | +2.3% | +1.6% | +0.7% | +1.9% |
| 30D | +6.1% | +6.7% | -0.6% | +4.1% |
| 3M | -0.5% | +6.3% | -6.9% | -2.5% |
| 6M | -3.2% | +23.9% | -27.1% | -9.3% |
| YTD | -4.4% | +26.6% | -31.0% | -11.3% |
| 1Y | -7.4% | +29.6% | -37.0% | -14.6% |
| 3Y | +33.9% | +86.1% | -52.1% | +9.8% |
| 5Y | +42.3% | +40.3% | +2.0% | +25.2% |
| All | +163.7% | +127.7% | +36.0% | +103.8% |
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