+211.8%
PM vs IBN
+312.2%
-100.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.3% | +0.8% |
| 7D | -1.2% | -5.1% | +3.9% | -0.3% |
| 30D | -0.2% | -3.5% | +3.4% | +0.5% |
| 3M | +4.9% | +11.3% | -6.4% | +2.8% |
| 6M | +9.0% | +4.4% | +4.6% | +7.9% |
| YTD | +17.8% | -1.8% | +19.6% | +17.8% |
| 1Y | +16.8% | -8.0% | +24.8% | +18.2% |
| 3Y | +125.4% | +27.1% | +98.4% | +113.6% |
| 5Y | +128.7% | +54.5% | +74.2% | +107.0% |
| 10Y | +211.8% | +314.2% | -102.4% | +142.9% |
| All | +211.8% | +312.2% | -100.4% | +142.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 10y: compounded portfolio wealth divided by compounded IBN 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…
10y analysis · Full analysis span regression · 6 months rolling