+741.0%
IGV vs PBF
+287.3%
+453.7%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.2% | -3.0% | -1.0% |
| 7D | +2.5% | +4.3% | -1.8% | +2.0% |
| 30D | -8.6% | -21.8% | +13.2% | -6.5% |
| 3M | -1.6% | +1.7% | -3.3% | -2.4% |
| 6M | +13.4% | +69.8% | -56.3% | +6.3% |
| YTD | -4.0% | +167.7% | -171.7% | -15.2% |
| 1Y | -7.6% | +89.0% | -96.6% | -15.5% |
| 3Y | +39.3% | +78.8% | -39.5% | +24.4% |
| 5Y | +14.5% | +415.4% | -400.9% | -12.0% |
| 10Y | +358.7% | +263.1% | +95.6% | +222.7% |
| All | +741.0% | +287.3% | +453.7% | +455.2% |
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 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