+272.5%
PM vs IBN
+385.6%
-113.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.8% | +1.1% |
| 7D | +0.5% | +1.9% | -1.3% | +0.2% |
| 30D | -3.2% | +22.1% | -25.3% | -6.8% |
| 3M | +6.2% | +17.1% | -10.9% | +3.0% |
| 6M | +7.7% | +35.5% | -27.9% | +1.5% |
| YTD | +27.3% | +16.8% | +10.5% | +23.2% |
| 1Y | +32.8% | +12.4% | +20.4% | +29.4% |
| 3Y | +150.0% | +58.0% | +92.0% | +127.1% |
| 5Y | +164.2% | +73.7% | +90.5% | +133.7% |
| All | +272.5% | +385.6% | -113.1% | +181.1% |
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