-75.6%
PSKY vs IBB
+122.2%
-197.9%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.9% | -4.5% | -4.8% |
| 7D | -6.8% | -3.9% | -3.0% | -4.5% |
| 30D | +10.2% | +2.7% | +7.5% | +8.2% |
| 3M | +0.3% | +21.4% | -21.1% | -11.4% |
| 6M | -7.8% | +20.1% | -27.8% | -18.3% |
| YTD | -23.0% | +21.9% | -44.8% | -32.6% |
| 1Y | -31.6% | +44.1% | -75.8% | -46.3% |
| 3Y | -21.3% | +63.4% | -84.7% | -43.5% |
| 5Y | -71.5% | +19.8% | -91.2% | -75.8% |
| 10Y | -75.6% | +127.0% | -202.6% | -84.9% |
| All | -75.6% | +122.2% | -197.9% | -84.9% |
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