-9.7%
IP vs PBF
+407.7%
-417.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.4% | -0.5% | +2.7% |
| 7D | -3.0% | -7.4% | +4.3% | -2.6% |
| 30D | +10.6% | -17.5% | +28.1% | +11.9% |
| 3M | -13.6% | +13.1% | -26.7% | -14.8% |
| 6M | +10.4% | +72.6% | -62.2% | +4.4% |
| YTD | -6.5% | +161.2% | -167.7% | -16.8% |
| 1Y | -2.1% | +93.3% | -95.5% | -10.1% |
| 3Y | +22.0% | +80.7% | -58.7% | +7.8% |
| 5Y | -9.7% | +396.1% | -405.8% | -25.5% |
| All | -9.7% | +407.7% | -417.5% | -25.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling