+826.4%
PM vs IBB
+873.3%
-46.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +0.9% |
| 7D | -6.6% | +0.8% | -7.4% | -6.9% |
| 30D | -3.4% | +5.2% | -8.6% | -5.2% |
| 3M | +5.3% | +8.6% | -3.3% | +2.1% |
| 6M | +15.5% | +27.8% | -12.3% | +5.7% |
| YTD | +24.3% | +28.8% | -4.5% | +13.1% |
| 1Y | +29.7% | +36.4% | -6.7% | +15.6% |
| 3Y | +144.9% | +89.3% | +55.6% | +91.3% |
| 5Y | +159.0% | +43.3% | +115.8% | +120.3% |
| 10Y | +250.9% | +130.6% | +120.3% | +141.1% |
| All | +826.4% | +873.3% | -46.9% | +168.5% |
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