+79.2%
PBF vs IOVA
+237.6%
-158.4%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.6% | +1.8% | +3.5% |
| 7D | -7.4% | +1.9% | -9.2% | -7.2% |
| 30D | -17.5% | -44.1% | +26.6% | -19.8% |
| 3M | +13.1% | +28.9% | -15.7% | +15.7% |
| 6M | +72.6% | +125.7% | -53.1% | +82.9% |
| YTD | +161.2% | +199.3% | -38.1% | +172.2% |
| All | +79.2% | +237.6% | -158.4% | +84.1% |
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 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