+169.5%
PR vs IBB
+131.0%
+38.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.1% |
| 7D | +2.9% | +1.4% | +1.5% | +2.1% |
| 30D | +18.0% | +10.5% | +7.5% | +11.6% |
| 3M | +16.9% | +23.6% | -6.8% | +3.4% |
| 6M | +28.2% | +22.6% | +5.6% | +12.9% |
| YTD | +69.3% | +25.7% | +43.7% | +46.5% |
| 1Y | +69.5% | +51.4% | +18.1% | +30.8% |
| 3Y | +81.7% | +64.4% | +17.3% | +31.9% |
| 5Y | +422.2% | +22.1% | +400.1% | +345.0% |
| 10Y | +110.4% | +132.5% | -22.1% | +50.7% |
| All | +169.5% | +131.0% | +38.5% | +92.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling