+800.1%
PH vs IBB
+129.6%
+670.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | +0.4% |
| 7D | -3.1% | +1.4% | -4.5% | -4.0% |
| 30D | -3.2% | +10.5% | -13.7% | -9.7% |
| 3M | +10.6% | +23.6% | -13.1% | -4.3% |
| 6M | -2.1% | +22.6% | -24.8% | -15.1% |
| YTD | +10.2% | +25.7% | -15.5% | -6.2% |
| 1Y | +28.2% | +51.4% | -23.2% | -3.8% |
| 3Y | +134.9% | +64.4% | +70.5% | +65.5% |
| 5Y | +253.6% | +22.1% | +231.5% | +198.4% |
| All | +800.1% | +129.6% | +670.5% | +389.6% |
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