+26.8%
PL vs IBB
+38.9%
-12.1%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +1.7% | +8.6% | +8.4% |
| 7D | -6.8% | -1.8% | -5.0% | -4.6% |
| 30D | -29.3% | +5.1% | -34.4% | -33.1% |
| 3M | -44.8% | +10.7% | -55.5% | -51.4% |
| 6M | -68.4% | +22.9% | -91.3% | -75.4% |
| YTD | -36.4% | +26.7% | -63.1% | -52.6% |
| 1Y | +0.7% | +35.1% | -34.4% | -30.6% |
| 3Y | +455.3% | +80.2% | +375.1% | +182.1% |
| 5Y | +22.7% | +37.8% | -15.2% | -26.5% |
| All | +26.8% | +38.9% | -12.1% | -24.3% |
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 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