+18.5%
IP vs PBF
+71.7%
-53.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -6.7% | +8.2% | +1.8% |
| 7D | +3.4% | -0.9% | +4.3% | +3.4% |
| 30D | +11.2% | -13.7% | +24.9% | +11.8% |
| 3M | -14.8% | +10.6% | -25.4% | -15.6% |
| 6M | +17.3% | +61.2% | -43.9% | +12.9% |
| YTD | -6.2% | +172.7% | -178.9% | -16.7% |
| 1Y | +2.3% | +111.0% | -108.7% | -6.2% |
| All | +18.5% | +71.7% | -53.1% | +1.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling