+843.8%
PM vs IBN
+516.4%
+327.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.2% | -6.0% | -2.5% |
| 7D | -5.2% | +15.1% | -20.3% | -7.6% |
| 30D | +2.7% | +21.6% | -19.0% | -0.8% |
| 3M | +6.1% | +11.2% | -5.1% | +4.0% |
| 6M | +18.0% | +27.8% | -9.7% | +12.8% |
| YTD | +26.6% | +14.7% | +11.9% | +23.1% |
| 1Y | +36.7% | +14.4% | +22.3% | +33.0% |
| 3Y | +146.0% | +52.1% | +93.9% | +126.5% |
| 5Y | +164.1% | +70.7% | +93.4% | +136.5% |
| 10Y | +238.8% | +385.5% | -146.7% | +143.0% |
| All | +843.8% | +516.4% | +327.4% | +409.7% |
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