+234.7%
PM vs IBB
+139.6%
+95.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.8% | -5.2% | -3.2% |
| 7D | -7.3% | +2.7% | -10.0% | -8.0% |
| 30D | -4.0% | +6.3% | -10.3% | -5.8% |
| 3M | +2.7% | +11.1% | -8.3% | -0.7% |
| 6M | +14.9% | +29.2% | -14.4% | +5.8% |
| YTD | +23.5% | +30.2% | -6.7% | +13.2% |
| 1Y | +30.4% | +39.5% | -9.1% | +16.8% |
| 3Y | +143.2% | +92.3% | +50.9% | +92.5% |
| 5Y | +159.5% | +43.0% | +116.5% | +126.2% |
| 10Y | +234.7% | +137.1% | +97.6% | +136.1% |
| All | +234.7% | +139.6% | +95.0% | +136.1% |
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