+14.8%
PL vs IBB
+36.5%
-21.7%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -5.0% | -5.1% | -4.4% |
| 7D | -20.5% | -3.6% | -16.9% | -17.1% |
| 30D | -38.8% | +3.4% | -42.2% | -41.1% |
| 3M | -49.1% | +9.5% | -58.6% | -54.7% |
| 6M | -69.4% | +23.3% | -92.7% | -76.3% |
| YTD | -42.3% | +24.5% | -66.9% | -56.3% |
| 1Y | -14.2% | +32.9% | -47.1% | -39.8% |
| 3Y | +398.7% | +76.6% | +322.1% | +158.9% |
| 5Y | +11.1% | +35.5% | -24.4% | -32.2% |
| All | +14.8% | +36.5% | -21.7% | -30.1% |
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