+331.7%
PBF vs IVZ
+64.9%
+266.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.4% | +0.2% |
| 7D | +1.4% | +1.2% | +0.2% | +0.5% |
| 30D | +15.8% | +1.8% | +14.1% | +14.2% |
| 3M | +90.3% | +15.7% | +74.5% | +69.9% |
| 6M | +102.8% | +36.3% | +66.5% | +57.6% |
| YTD | +187.3% | +24.9% | +162.4% | +133.3% |
| 1Y | +161.8% | +48.9% | +112.9% | +85.7% |
| 3Y | +55.5% | +136.8% | -81.3% | -27.2% |
| 5Y | +801.9% | +60.0% | +741.9% | +426.4% |
| All | +331.7% | +64.9% | +266.8% | +81.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling