+737.3%
PH vs IBB
+139.6%
+597.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.8% | +1.4% | +2.5% |
| 7D | +3.0% | +2.7% | +0.3% | +1.2% |
| 30D | -0.6% | +6.3% | -7.0% | -4.7% |
| 3M | -10.7% | +11.1% | -21.8% | -17.4% |
| 6M | +9.1% | +29.2% | -20.2% | -9.0% |
| YTD | +9.5% | +30.2% | -20.7% | -9.5% |
| 1Y | +14.0% | +39.5% | -25.5% | -10.1% |
| 3Y | +138.9% | +92.3% | +46.5% | +50.2% |
| 5Y | +209.1% | +43.0% | +166.2% | +133.6% |
| 10Y | +737.3% | +137.1% | +600.2% | +342.0% |
| All | +737.3% | +139.6% | +597.7% | +342.0% |
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