+821.1%
PM vs IBN
+526.6%
+294.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.7% | -4.1% | -2.7% |
| 7D | -7.3% | +14.6% | -21.9% | -9.5% |
| 30D | -4.0% | +23.5% | -27.5% | -7.5% |
| 3M | +2.7% | +14.0% | -11.3% | +0.3% |
| 6M | +14.9% | +31.1% | -16.3% | +9.3% |
| YTD | +23.5% | +16.6% | +7.0% | +19.8% |
| 1Y | +30.4% | +14.9% | +15.4% | +26.7% |
| 3Y | +143.2% | +56.9% | +86.3% | +122.7% |
| 5Y | +159.5% | +69.7% | +89.8% | +132.6% |
| 10Y | +234.7% | +365.4% | -130.7% | +141.9% |
| All | +821.1% | +526.6% | +294.5% | +396.0% |
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