-19.1%
IP vs PBF
+176.4%
-195.5%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.3% | +3.5% | +2.1% |
| 7D | -5.3% | +4.3% | -9.6% | -5.1% |
| 30D | -10.9% | +22.0% | -32.8% | -9.8% |
| 3M | +11.2% | +74.5% | -63.3% | +14.9% |
| 6M | -10.2% | +67.7% | -77.9% | -7.6% |
| YTD | -2.0% | +179.2% | -181.2% | -3.5% |
| 1Y | -19.1% | +170.0% | -189.1% | -20.5% |
| All | -19.1% | +176.4% | -195.5% | -20.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling