+38.1%
PEG vs IBB
+37.5%
+0.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -1.1% |
| 7D | -2.3% | -1.8% | -0.4% | -1.9% |
| 30D | +1.2% | +5.1% | -3.8% | -0.2% |
| 3M | -2.4% | +10.7% | -13.1% | -5.2% |
| 6M | -6.9% | +22.9% | -29.7% | -12.3% |
| YTD | -7.2% | +26.7% | -33.9% | -13.6% |
| 1Y | -8.9% | +35.1% | -44.0% | -16.7% |
| 3Y | +27.1% | +80.2% | -53.1% | +5.1% |
| All | +38.1% | +37.5% | +0.7% | +16.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling