+304.1%
PBF vs IOVA
-59.5%
+363.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.1% | +5.7% | +5.8% |
| 7D | -4.0% | -7.0% | +3.0% | -3.8% |
| 30D | -18.0% | -44.4% | +26.5% | -16.8% |
| 3M | +0.9% | +24.7% | -23.7% | -0.7% |
| 6M | +65.7% | +118.6% | -52.9% | +59.1% |
| YTD | +161.9% | +196.3% | -34.5% | +146.8% |
| 1Y | +77.8% | +205.3% | -127.5% | +67.2% |
| 3Y | +74.9% | +103.8% | -28.9% | +61.8% |
| 5Y | +423.4% | -65.6% | +489.0% | +400.3% |
| 10Y | +255.2% | +6.4% | +248.7% | +224.9% |
| All | +304.1% | -59.5% | +363.6% | +232.0% |
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 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