+180.7%
PBF vs IVZ
+48.1%
+132.6%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.7% |
| 7D | +2.3% | -2.4% | +4.7% | +2.1% |
| 30D | +11.6% | +2.5% | +9.1% | +11.8% |
| 3M | +81.7% | +17.1% | +64.7% | +85.0% |
| 6M | +96.4% | +35.1% | +61.3% | +105.4% |
| YTD | +189.5% | +24.3% | +165.2% | +199.6% |
| 1Y | +180.7% | +48.7% | +132.1% | +199.2% |
| All | +180.7% | +48.1% | +132.6% | +199.2% |
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