+249.4%
PBF vs IVZ
+40.3%
+209.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.6% | +2.8% | +2.6% |
| 7D | +4.3% | +5.1% | -0.9% | +0.9% |
| 30D | -21.8% | -1.6% | -20.2% | -21.5% |
| 3M | +1.7% | -9.1% | +10.9% | +7.0% |
| 6M | +69.8% | +1.8% | +68.0% | +62.4% |
| YTD | +167.7% | +10.8% | +156.9% | +132.9% |
| 1Y | +89.0% | +19.1% | +69.8% | +55.5% |
| 3Y | +78.8% | +144.4% | -65.6% | -19.4% |
| 5Y | +415.4% | +33.6% | +381.9% | +241.8% |
| All | +249.4% | +40.3% | +209.0% | +66.7% |
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