+56.0%
PBF vs IVZ
+140.4%
-84.4%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.2% | +5.5% | +3.9% |
| 7D | +2.4% | +1.1% | +1.3% | +2.0% |
| 30D | +24.9% | +3.1% | +21.8% | +23.7% |
| 3M | +81.9% | +18.2% | +63.7% | +72.2% |
| 6M | +79.4% | +38.6% | +40.7% | +59.2% |
| YTD | +188.3% | +25.9% | +162.4% | +163.1% |
| 1Y | +177.3% | +51.7% | +125.6% | +132.3% |
| 3Y | +56.0% | +138.7% | -82.7% | +5.0% |
| All | +56.0% | +140.4% | -84.4% | +5.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling