+65.2%
PR vs IBB
+156.3%
-91.2%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.7% | +0.2% | +0.9% |
| 7D | -16.4% | -1.8% | -14.6% | -15.6% |
| 30D | -1.9% | +5.1% | -7.0% | -5.0% |
| 3M | +8.0% | +10.7% | -2.8% | +0.8% |
| 6M | +4.1% | +22.9% | -18.8% | -9.3% |
| YTD | +58.7% | +26.7% | +32.0% | +34.1% |
| 1Y | +75.8% | +35.1% | +40.7% | +42.4% |
| 3Y | +73.2% | +80.2% | -7.0% | +14.5% |
| 5Y | +230.1% | +37.8% | +192.3% | +156.7% |
| All | +65.2% | +156.3% | -91.2% | +15.9% |
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