+89.0%
PBF vs IVZ
+21.8%
+67.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.6% | +2.8% | +2.2% |
| 7D | +4.3% | +5.1% | -0.9% | +4.6% |
| 30D | -21.8% | -1.6% | -20.2% | -21.9% |
| 3M | +1.7% | -9.1% | +10.9% | +0.7% |
| 6M | +69.8% | +1.8% | +68.0% | +70.9% |
| YTD | +167.7% | +10.8% | +156.9% | +171.1% |
| 1Y | +89.0% | +19.1% | +69.8% | +86.2% |
| All | +89.0% | +21.8% | +67.1% | +86.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling