+334.9%
PBF vs IVZ
+64.1%
+270.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +1.1% |
| 7D | +2.3% | -2.4% | +4.7% | +3.8% |
| 30D | +11.6% | +2.5% | +9.1% | +9.5% |
| 3M | +81.7% | +17.1% | +64.7% | +61.2% |
| 6M | +96.4% | +35.1% | +61.3% | +53.5% |
| YTD | +189.5% | +24.3% | +165.2% | +135.8% |
| 1Y | +180.7% | +48.7% | +132.1% | +99.3% |
| 3Y | +56.6% | +135.6% | -79.0% | -26.4% |
| 5Y | +802.0% | +60.3% | +741.6% | +424.8% |
| All | +334.9% | +64.1% | +270.8% | +83.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded IVZ 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling