-58.5%
PSKY vs IBB
+720.9%
-779.5%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -2.6% | -2.2% | -3.1% |
| 7D | -24.6% | -2.2% | -22.4% | -23.7% |
| 30D | -36.1% | -1.3% | -34.9% | -36.0% |
| 3M | -53.4% | +28.3% | -81.7% | -66.6% |
| 6M | -53.4% | +28.3% | -81.7% | -66.6% |
| YTD | -53.4% | +28.3% | -81.7% | -66.6% |
| 1Y | -58.4% | +31.9% | -90.3% | -70.8% |
| 3Y | -40.7% | +66.3% | -107.0% | -65.9% |
| 5Y | -80.0% | +30.2% | -110.3% | -86.2% |
| 10Y | -84.4% | +133.6% | -218.0% | -93.9% |
| All | -58.5% | +720.9% | -779.5% | -97.1% |
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