+395.3%
PBF vs IOVA
-67.9%
+463.2%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.9% | -5.5% | -1.7% |
| 7D | -13.8% | -5.2% | -8.6% | -13.7% |
| 30D | -19.6% | -37.8% | +18.2% | -19.2% |
| 3M | +10.3% | +29.5% | -19.2% | +8.7% |
| 6M | +63.4% | +96.6% | -33.1% | +58.7% |
| YTD | +152.6% | +194.5% | -41.9% | +139.6% |
| 1Y | +87.4% | +248.1% | -160.7% | +76.2% |
| 3Y | +63.3% | +86.1% | -22.9% | +54.8% |
| All | +395.3% | -67.9% | +463.2% | +402.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling