+330.8%
PBF vs IOVA
-56.1%
+386.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.0% | -2.3% | -1.3% |
| 7D | +4.3% | +9.7% | -5.4% | +4.0% |
| 30D | +22.0% | +102.5% | -80.6% | +18.6% |
| 3M | +74.5% | +100.7% | -26.2% | +69.3% |
| 6M | +67.7% | +106.3% | -38.7% | +61.7% |
| YTD | +179.2% | +222.0% | -42.8% | +164.2% |
| 1Y | +170.0% | +299.5% | -129.5% | +152.5% |
| 3Y | +66.4% | +42.9% | +23.5% | +56.5% |
| 5Y | +764.5% | -65.0% | +829.5% | +731.9% |
| 10Y | +358.5% | +10.3% | +348.2% | +321.4% |
| All | +330.8% | -56.1% | +386.8% | +255.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling