+763.1%
PM vs IBB
+849.7%
-86.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.7% |
| 7D | -4.9% | +1.4% | -6.3% | -5.3% |
| 30D | -3.4% | +10.5% | -13.9% | -6.7% |
| 3M | +5.2% | +23.6% | -18.5% | -2.4% |
| 6M | +3.7% | +22.6% | -18.9% | -3.7% |
| YTD | +15.8% | +25.7% | -9.9% | +6.5% |
| 1Y | +17.4% | +51.4% | -34.0% | +1.0% |
| 3Y | +116.9% | +64.4% | +52.6% | +78.6% |
| 5Y | +117.3% | +22.1% | +95.2% | +96.4% |
| 10Y | +193.8% | +132.5% | +61.3% | +100.8% |
| All | +763.1% | +849.7% | -86.5% | +152.9% |
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