+346.6%
PSX vs IBB
+156.3%
+190.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.3% | -1.3% |
| 7D | -13.1% | -1.8% | -11.3% | -12.5% |
| 30D | -9.5% | +5.1% | -14.6% | -11.7% |
| 3M | +20.2% | +10.7% | +9.5% | +14.0% |
| 6M | +44.9% | +22.9% | +22.0% | +30.4% |
| YTD | +94.4% | +26.7% | +67.7% | +70.9% |
| 1Y | +83.1% | +35.1% | +48.0% | +55.7% |
| 3Y | +132.2% | +80.2% | +52.0% | +68.4% |
| 5Y | +278.8% | +37.8% | +241.0% | +210.0% |
| All | +346.6% | +156.3% | +190.3% | +167.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling