+124.3%
PM vs IBN
+29.3%
+94.9%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.5% | +3.7% | +1.6% |
| 7D | -1.3% | -2.2% | +0.9% | -0.9% |
| 30D | -2.6% | -2.3% | -0.3% | -2.2% |
| 3M | +5.8% | +15.9% | -10.1% | +2.9% |
| 6M | +10.6% | +5.6% | +5.0% | +9.3% |
| YTD | +17.2% | -0.1% | +17.2% | +17.0% |
| 1Y | +17.6% | -6.5% | +24.2% | +18.8% |
| 3Y | +124.3% | +29.3% | +94.9% | +115.4% |
| All | +124.3% | +29.3% | +94.9% | +115.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling