+96.4%
PBF vs IOVA
+207.9%
-111.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.3% | +0.5% |
| 7D | +6.5% | -3.5% | +9.9% | +6.3% |
| 30D | -20.0% | -45.4% | +25.4% | -22.5% |
| 3M | -3.3% | +19.0% | -22.4% | -1.1% |
| 6M | +76.8% | +112.0% | -35.2% | +88.6% |
| YTD | +168.9% | +184.2% | -15.3% | +185.2% |
| 1Y | +96.4% | +222.0% | -125.6% | +108.4% |
| All | +96.4% | +207.9% | -111.6% | +108.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling