+1,268.4%
PLD vs IBB
+554.8%
+713.6%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.0% | +2.9% | +0.8% |
| 7D | +0.4% | -3.6% | +4.0% | +2.5% |
| 30D | -0.1% | +3.4% | -3.5% | -2.3% |
| 3M | -7.9% | +9.5% | -17.4% | -13.4% |
| 6M | -7.0% | +23.3% | -30.3% | -18.6% |
| YTD | +3.1% | +24.5% | -21.5% | -10.9% |
| 1Y | +7.1% | +32.9% | -25.8% | -11.0% |
| 3Y | +32.9% | +76.6% | -43.7% | -6.9% |
| 5Y | +1.5% | +35.5% | -34.0% | -17.8% |
| 10Y | +245.9% | +156.7% | +89.1% | +83.0% |
| All | +1,268.4% | +554.8% | +713.6% | +215.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling