+363.6%
IGV vs PBF
+260.7%
+102.9%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.7% | -0.3% |
| 7D | +2.3% | +6.5% | -4.1% | +1.7% |
| 30D | -6.0% | -20.0% | +14.0% | -4.2% |
| 3M | -4.8% | -3.3% | -1.5% | -5.0% |
| 6M | +14.2% | +76.8% | -62.6% | +7.1% |
| YTD | -4.2% | +168.9% | -173.2% | -14.7% |
| 1Y | -5.3% | +96.4% | -101.6% | -13.1% |
| 3Y | +38.8% | +77.2% | -38.4% | +25.0% |
| 5Y | +14.2% | +417.7% | -403.5% | -10.4% |
| All | +363.6% | +260.7% | +102.9% | +259.2% |
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