+21.2%
IGV vs PBF
+817.4%
-796.1%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.8% |
| 7D | -1.5% | +1.4% | -2.9% | -1.6% |
| 30D | -3.0% | +15.8% | -18.9% | -4.3% |
| 3M | +9.6% | +90.3% | -80.7% | +3.5% |
| 6M | +16.1% | +102.8% | -86.7% | +8.5% |
| YTD | -3.6% | +187.3% | -191.0% | -13.0% |
| 1Y | -7.8% | +161.8% | -169.7% | -16.5% |
| 3Y | +40.0% | +55.5% | -15.5% | +28.0% |
| 5Y | +21.2% | +801.9% | -780.7% | -2.5% |
| All | +21.2% | +817.4% | -796.1% | -2.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling