+49.6%
PFE vs IBN
+368.7%
-319.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -0.8% |
| 7D | -4.7% | +14.6% | -19.3% | -7.0% |
| 30D | +3.4% | +23.5% | -20.2% | -0.4% |
| 3M | +9.2% | +14.0% | -4.8% | +6.7% |
| 6M | +15.8% | +31.1% | -15.3% | +10.3% |
| YTD | +23.4% | +16.6% | +6.9% | +19.8% |
| 1Y | +25.8% | +14.9% | +10.9% | +22.4% |
| 3Y | +17.8% | +56.9% | -39.0% | +8.1% |
| 5Y | -20.2% | +69.7% | -89.9% | -28.3% |
| 10Y | +49.6% | +365.4% | -315.8% | +13.3% |
| All | +49.6% | +368.7% | -319.1% | +13.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling