+177.3%
PBF vs IOVA
+250.8%
-73.6%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.0% | +4.3% | +3.2% |
| 7D | +2.4% | +5.1% | -2.7% | +2.6% |
| 30D | +24.9% | +37.2% | -12.4% | +26.1% |
| 3M | +81.9% | +117.5% | -35.6% | +86.4% |
| 6M | +79.4% | +69.6% | +9.8% | +85.4% |
| YTD | +188.3% | +218.7% | -30.4% | +189.0% |
| 1Y | +177.3% | +265.5% | -88.3% | +169.2% |
| All | +177.3% | +250.8% | -73.6% | +169.2% |
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