-85.4%
PSKY vs IBN
+321.8%
-407.2%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +1.9% | -6.7% | -4.5% |
| 7D | -24.6% | +7.5% | -32.1% | -23.6% |
| 30D | -36.1% | +2.5% | -38.6% | -36.0% |
| 3M | -77.9% | +50.9% | -128.8% | -70.2% |
| 6M | -77.9% | +50.9% | -128.8% | -70.2% |
| YTD | -77.9% | +50.9% | -128.8% | -70.2% |
| 1Y | -77.9% | +50.9% | -128.8% | -70.2% |
| 3Y | -77.9% | +50.9% | -128.8% | -70.2% |
| 5Y | -80.0% | +60.3% | -140.3% | -73.5% |
| All | -85.4% | +321.8% | -407.2% | -84.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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