+766.9%
IGV vs PBF
+303.9%
+463.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.3% | -0.9% | -2.1% |
| 7D | -4.5% | +4.3% | -8.8% | -4.9% |
| 30D | +3.2% | +22.0% | -18.8% | +1.0% |
| 3M | +4.5% | +74.5% | -70.0% | -1.8% |
| 6M | +22.1% | +67.7% | -45.6% | +14.4% |
| YTD | -1.0% | +179.2% | -180.2% | -12.5% |
| 1Y | -2.1% | +170.0% | -172.1% | -13.7% |
| 3Y | +44.6% | +66.4% | -21.8% | +30.6% |
| 5Y | +22.2% | +764.5% | -742.3% | -11.4% |
| 10Y | +364.7% | +358.5% | +6.2% | +216.1% |
| All | +766.9% | +303.9% | +463.0% | +472.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling