+763.1%
PM vs IBN
+451.1%
+312.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.2% | -1.8% |
| 7D | -4.9% | +1.4% | -6.3% | -5.1% |
| 30D | -3.4% | -0.3% | -3.1% | -3.3% |
| 3M | +5.2% | +17.1% | -11.9% | +2.3% |
| 6M | +3.7% | +3.4% | +0.3% | +2.9% |
| YTD | +15.8% | +2.5% | +13.2% | +15.0% |
| 1Y | +17.4% | -4.2% | +21.5% | +17.9% |
| 3Y | +116.9% | +32.4% | +84.5% | +104.8% |
| 5Y | +117.3% | +59.2% | +58.1% | +97.0% |
| 10Y | +193.8% | +345.7% | -151.9% | +113.8% |
| All | +763.1% | +451.1% | +312.1% | +376.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling