-35.1%
PSKY vs IBN
+689.9%
-725.0%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.4% |
| 7D | -0.2% | +1.4% | -1.6% | -0.7% |
| 30D | +24.0% | -0.3% | +24.3% | +24.1% |
| 3M | +2.2% | +17.1% | -14.9% | -4.0% |
| 6M | -9.0% | +3.4% | -12.4% | -10.6% |
| YTD | -18.1% | +2.5% | -20.7% | -19.5% |
| 1Y | -25.1% | -4.2% | -20.9% | -24.6% |
| 3Y | -16.3% | +32.4% | -48.7% | -26.2% |
| 5Y | -70.4% | +59.2% | -129.6% | -75.8% |
| 10Y | -74.2% | +345.7% | -419.8% | -87.3% |
| All | -35.1% | +689.9% | -725.0% | -80.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling