+231.7%
PLD vs IBB
+156.3%
+75.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -3.0% | -2.2% |
| 7D | -0.8% | -1.8% | +1.0% | +0.1% |
| 30D | -0.3% | +5.1% | -5.3% | -3.2% |
| 3M | -8.0% | +10.7% | -18.7% | -13.6% |
| 6M | -9.8% | +22.9% | -32.7% | -20.3% |
| YTD | +1.8% | +26.7% | -24.9% | -12.0% |
| 1Y | +5.6% | +35.1% | -29.5% | -12.1% |
| 3Y | +33.3% | +80.2% | -46.9% | -6.1% |
| 5Y | +0.3% | +37.8% | -37.6% | -20.0% |
| All | +231.7% | +156.3% | +75.3% | +125.9% |
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