+160.1%
PM vs IBB
+43.4%
+116.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.6% | +1.0% |
| 7D | -7.1% | -1.4% | -5.7% | -6.9% |
| 30D | -2.8% | +6.8% | -9.6% | -3.8% |
| 3M | +6.3% | +9.2% | -2.9% | +4.8% |
| 6M | +9.6% | +28.3% | -18.7% | +5.1% |
| YTD | +25.6% | +29.4% | -3.8% | +20.1% |
| 1Y | +29.7% | +33.2% | -3.5% | +23.3% |
| 3Y | +147.6% | +90.2% | +57.4% | +116.5% |
| 5Y | +160.1% | +44.0% | +116.1% | +122.7% |
| All | +160.1% | +43.4% | +116.7% | +122.7% |
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