-35.1%
PSKY vs IBB
+761.3%
-796.4%
-91.2%
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% | -1.0% |
| 7D | -0.2% | +1.4% | -1.6% | -1.2% |
| 30D | +24.0% | +10.5% | +13.5% | +14.6% |
| 3M | +2.2% | +23.6% | -21.5% | -13.7% |
| 6M | -9.0% | +22.6% | -31.6% | -23.2% |
| YTD | -18.1% | +25.7% | -43.8% | -32.4% |
| 1Y | -25.1% | +51.4% | -76.5% | -46.6% |
| 3Y | -16.3% | +64.4% | -80.7% | -45.0% |
| 5Y | -70.4% | +22.1% | -92.5% | -75.6% |
| 10Y | -74.2% | +132.5% | -206.6% | -88.5% |
| All | -35.1% | +761.3% | -796.4% | -95.0% |
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