+249.4%
PBF vs IOVA
-0.9%
+250.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -5.7% | +7.9% | +2.6% |
| 7D | +4.3% | -1.4% | +5.7% | +4.4% |
| 30D | -21.8% | -47.4% | +25.6% | -19.0% |
| 3M | +1.7% | +13.2% | -11.5% | -1.3% |
| 6M | +69.8% | +114.3% | -44.5% | +54.6% |
| YTD | +167.7% | +179.5% | -11.8% | +133.6% |
| 1Y | +89.0% | +200.4% | -111.4% | +63.2% |
| 3Y | +78.8% | +92.2% | -13.4% | +46.2% |
| 5Y | +415.4% | -63.8% | +479.2% | +364.0% |
| All | +249.4% | -0.9% | +250.3% | +160.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA 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 IOVA 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