+50.4%
IJH vs PBF
+59.1%
-8.7%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2023-09-11 to 2026-09-11.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | +0.7% |
| 7D | -1.9% | +5.3% | -7.2% | -2.3% |
| 30D | -4.6% | +11.7% | -16.4% | -5.6% |
| 3M | -1.2% | +91.1% | -92.2% | -7.1% |
| 6M | +9.4% | +88.4% | -79.0% | +1.9% |
| YTD | +13.3% | +194.1% | -180.7% | -1.4% |
| 1Y | +13.4% | +180.4% | -167.0% | -1.7% |
| 3Y | +50.4% | +59.3% | -8.9% | +30.4% |
| All | +50.4% | +59.1% | -8.7% | +30.4% |
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 2023-09-11 to 2026-09-11: 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…
2023-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling