-39.4%
PSKY vs IBN
+36.7%
-76.1%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +1.9% | -6.7% | -4.9% |
| 7D | -24.6% | +7.5% | -32.1% | -24.9% |
| 30D | -36.1% | +2.5% | -38.6% | -36.3% |
| 3M | -36.0% | +15.9% | -51.9% | -36.5% |
| 6M | -40.5% | +6.6% | -47.1% | -39.3% |
| YTD | -47.7% | +1.5% | -49.2% | -45.8% |
| 1Y | -58.4% | -5.1% | -53.2% | -55.8% |
| All | -39.4% | +36.7% | -76.1% | -50.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling