+32.8%
PM vs IBN
+12.1%
+20.6%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.8% | +1.1% |
| 7D | +0.5% | +1.9% | -1.3% | +0.4% |
| 30D | -3.2% | +22.1% | -25.3% | -5.1% |
| 3M | +6.2% | +17.1% | -10.9% | +4.8% |
| 6M | +7.7% | +35.5% | -27.9% | +3.1% |
| YTD | +27.3% | +16.8% | +10.5% | +27.8% |
| 1Y | +32.8% | +12.4% | +20.4% | +36.1% |
| All | +32.8% | +12.1% | +20.6% | +36.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling