+345.8%
PSX vs IBB
+139.6%
+206.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.8% | +0.2% | +1.8% |
| 7D | -8.0% | +2.7% | -10.7% | -9.1% |
| 30D | -9.0% | +6.3% | -15.4% | -11.6% |
| 3M | +24.7% | +11.1% | +13.7% | +18.3% |
| 6M | +49.3% | +29.2% | +20.1% | +31.3% |
| YTD | +100.2% | +30.2% | +70.0% | +73.8% |
| 1Y | +88.8% | +39.5% | +49.4% | +58.3% |
| 3Y | +152.5% | +92.3% | +60.2% | +77.4% |
| 5Y | +283.2% | +43.0% | +240.2% | +208.2% |
| 10Y | +345.8% | +137.1% | +208.7% | +171.7% |
| All | +345.8% | +139.6% | +206.2% | +171.7% |
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