+23.7%
IP vs PBF
+231.7%
-208.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.2% | +4.1% | -0.4% |
| 7D | 0.0% | -15.3% | +15.3% | +2.4% |
| 30D | +9.4% | -21.8% | +31.2% | +13.0% |
| 3M | -14.1% | -0.2% | -13.8% | -14.8% |
| 6M | +9.2% | +63.6% | -54.4% | -0.8% |
| YTD | -7.5% | +147.5% | -155.1% | -23.0% |
| 1Y | -2.8% | +69.8% | -72.6% | -14.1% |
| 3Y | +21.2% | +65.3% | -44.0% | +2.9% |
| 5Y | -11.5% | +393.4% | -404.9% | -41.9% |
| 10Y | +23.7% | +240.3% | -216.6% | -30.0% |
| All | +23.7% | +231.7% | -208.1% | -30.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling