+356.3%
IGV vs PBF
+367.4%
-11.1%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.4% | -0.7% |
| 7D | -5.4% | +2.3% | -7.7% | -5.6% |
| 30D | -2.6% | +11.6% | -14.2% | -3.7% |
| 3M | +10.5% | +81.7% | -71.2% | +4.0% |
| 6M | +18.2% | +96.4% | -78.3% | +9.7% |
| YTD | -4.2% | +189.5% | -193.7% | -14.8% |
| 1Y | -9.8% | +180.7% | -190.6% | -19.9% |
| 3Y | +39.1% | +56.6% | -17.5% | +27.4% |
| 5Y | +21.2% | +802.0% | -780.8% | -9.8% |
| All | +356.3% | +367.4% | -11.1% | +249.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 10y: compounded portfolio wealth divided by compounded PBF 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…
10y analysis · Full analysis span regression · 6 months rolling