+354.2%
IJH vs PBF
+315.7%
+38.5%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.7% | -1.0% |
| 7D | -0.7% | +1.4% | -2.1% | -0.9% |
| 30D | -3.8% | +15.8% | -19.7% | -6.0% |
| 3M | 0.0% | +90.3% | -90.3% | -9.8% |
| 6M | +8.8% | +102.8% | -94.1% | -3.9% |
| YTD | +13.5% | +187.3% | -173.8% | -5.7% |
| 1Y | +15.4% | +161.8% | -146.4% | -3.6% |
| 3Y | +50.9% | +55.5% | -4.6% | +31.9% |
| 5Y | +47.8% | +801.9% | -754.1% | -8.1% |
| 10Y | +183.1% | +362.2% | -179.2% | +63.7% |
| All | +354.2% | +315.7% | +38.5% | +157.6% |
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