+165.8%
PM vs IBB
+37.5%
+128.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.7% | -3.5% | -2.1% |
| 7D | -5.2% | -1.8% | -3.4% | -4.9% |
| 30D | +2.7% | +5.1% | -2.4% | +1.9% |
| 3M | +5.2% | +10.7% | -5.5% | +3.5% |
| 6M | +17.0% | +22.9% | -5.9% | +13.0% |
| YTD | +25.5% | +26.7% | -1.2% | +20.4% |
| 1Y | +35.5% | +35.1% | +0.4% | +28.5% |
| 3Y | +143.9% | +80.2% | +63.7% | +115.8% |
| All | +165.8% | +37.5% | +128.3% | +125.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling