+835.7%
PM vs IBB
+857.4%
-21.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.7% | -3.5% | -2.4% |
| 7D | -5.2% | -1.8% | -3.4% | -4.7% |
| 30D | +2.7% | +5.1% | -2.4% | +0.9% |
| 3M | +5.2% | +10.7% | -5.5% | +1.3% |
| 6M | +17.0% | +22.9% | -5.9% | +8.5% |
| YTD | +25.5% | +26.7% | -1.2% | +14.9% |
| 1Y | +35.5% | +35.1% | +0.4% | +21.2% |
| 3Y | +143.9% | +80.2% | +63.7% | +93.9% |
| 5Y | +161.8% | +37.8% | +124.0% | +125.9% |
| 10Y | +235.9% | +161.2% | +74.7% | +119.7% |
| All | +835.7% | +857.4% | -21.7% | +172.8% |
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