+361.6%
PSX vs IBB
+126.8%
+234.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.9% |
| 7D | +7.8% | -0.5% | +8.3% | +8.0% |
| 30D | -10.9% | +4.6% | -15.4% | -12.8% |
| 3M | +14.5% | +6.8% | +7.7% | +10.4% |
| 6M | +56.1% | +23.1% | +33.0% | +40.3% |
| YTD | +109.6% | +26.0% | +83.6% | +84.5% |
| 1Y | +95.5% | +30.4% | +65.1% | +69.1% |
| 3Y | +156.2% | +85.4% | +70.8% | +82.9% |
| 5Y | +310.0% | +39.7% | +270.3% | +232.3% |
| All | +361.6% | +126.8% | +234.9% | +183.9% |
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