+315.0%
PBF vs IVZ
+100.6%
+214.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.4% | -1.9% | -1.0% |
| 7D | +6.5% | +7.6% | -1.2% | +1.5% |
| 30D | -20.0% | +4.3% | -24.3% | -22.6% |
| 3M | -3.3% | -9.3% | +6.0% | +1.6% |
| 6M | +76.8% | +5.2% | +71.6% | +65.7% |
| YTD | +168.9% | +13.4% | +155.5% | +131.5% |
| 1Y | +96.4% | +25.4% | +71.0% | +57.1% |
| 3Y | +77.2% | +152.5% | -75.3% | -19.1% |
| 5Y | +417.7% | +36.7% | +381.0% | +242.1% |
| 10Y | +264.7% | +45.0% | +219.8% | +87.9% |
| All | +315.0% | +100.6% | +214.4% | +83.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling