+423.4%
PBF vs IVZ
+37.5%
+385.9%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.8% | +6.6% | +6.1% |
| 7D | -4.0% | -2.8% | -1.2% | -3.1% |
| 30D | -18.0% | -2.2% | -15.8% | -17.6% |
| 3M | +0.9% | -8.1% | +9.0% | +3.3% |
| 6M | +65.7% | +3.8% | +61.9% | +61.3% |
| YTD | +161.9% | +11.5% | +150.4% | +144.1% |
| 1Y | +77.8% | +23.7% | +54.1% | +58.2% |
| 3Y | +74.9% | +145.8% | -70.9% | +12.9% |
| 5Y | +423.4% | +36.1% | +387.3% | +399.0% |
| All | +423.4% | +37.5% | +385.9% | +399.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling