+713.9%
PH vs IBN
+364.2%
+349.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.2% | -0.4% | +0.4% |
| 7D | +2.1% | +15.8% | -13.6% | -3.8% |
| 30D | +0.3% | +25.1% | -24.8% | -8.5% |
| 3M | -8.8% | +16.0% | -24.8% | -14.3% |
| 6M | +10.0% | +32.8% | -22.7% | -2.2% |
| YTD | +10.5% | +18.0% | -7.5% | +2.6% |
| 1Y | +15.5% | +15.9% | -0.4% | +8.1% |
| 3Y | +136.4% | +57.6% | +78.7% | +91.0% |
| 5Y | +213.6% | +74.7% | +138.9% | +140.9% |
| 10Y | +713.9% | +373.9% | +340.0% | +341.1% |
| All | +713.9% | +364.2% | +349.8% | +341.1% |
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