+70.1%
IP vs PBF
+271.4%
-201.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -5.9% | +1.9% | -3.1% |
| 7D | -5.0% | -9.5% | +4.5% | -3.7% |
| 30D | +6.5% | -17.5% | +24.0% | +9.2% |
| 3M | -18.0% | +12.2% | -30.2% | -20.2% |
| 6M | +10.3% | +49.6% | -39.3% | +1.4% |
| YTD | -9.9% | +156.8% | -166.6% | -25.4% |
| 1Y | -1.1% | +98.6% | -99.7% | -14.9% |
| 3Y | +13.0% | +63.4% | -50.4% | -3.9% |
| 5Y | -12.3% | +420.9% | -433.1% | -42.8% |
| 10Y | +26.8% | +288.7% | -261.9% | -30.0% |
| All | +70.1% | +271.4% | -201.3% | -8.0% |
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 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