+1,350.5%
PLD vs IBB
+560.8%
+789.7%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.2% |
| 7D | -2.4% | +1.4% | -3.8% | -3.2% |
| 30D | -2.4% | +10.5% | -12.9% | -8.2% |
| 3M | -3.8% | +23.6% | -27.4% | -15.5% |
| 6M | 0.0% | +22.6% | -22.6% | -11.9% |
| YTD | +9.2% | +25.7% | -16.4% | -5.6% |
| 1Y | +25.9% | +51.4% | -25.5% | -2.6% |
| 3Y | +21.3% | +64.4% | -43.1% | -10.9% |
| 5Y | +14.1% | +22.1% | -8.0% | -1.7% |
| 10Y | +237.9% | +132.5% | +105.4% | +90.1% |
| All | +1,350.5% | +560.8% | +789.7% | +234.0% |
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