-71.5%
PSKY vs IBN
+54.0%
-125.5%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.7% | -3.6% | -4.6% |
| 7D | -6.8% | -5.1% | -1.7% | -4.6% |
| 30D | +10.2% | -3.5% | +13.8% | +12.1% |
| 3M | +0.3% | +11.3% | -11.0% | -4.8% |
| 6M | -7.8% | +4.4% | -12.2% | -10.1% |
| YTD | -23.0% | -1.8% | -21.2% | -22.9% |
| 1Y | -31.6% | -8.0% | -23.7% | -29.5% |
| 3Y | -21.3% | +27.1% | -48.4% | -34.1% |
| 5Y | -71.5% | +54.5% | -126.0% | -78.8% |
| All | -71.5% | +54.0% | -125.5% | -78.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling