+945.1%
IGV vs PBR
+2,035.5%
-1,090.4%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -0.9% |
| 7D | -1.5% | +0.3% | -1.9% | -1.6% |
| 30D | -3.0% | +17.5% | -20.6% | -6.2% |
| 3M | +9.6% | +20.9% | -11.3% | +5.0% |
| 6M | +16.1% | +20.2% | -4.1% | +10.9% |
| YTD | -3.6% | +84.3% | -87.9% | -15.8% |
| 1Y | -7.8% | +77.1% | -85.0% | -19.0% |
| 3Y | +40.0% | +100.8% | -60.8% | +18.0% |
| 5Y | +21.2% | +556.1% | -534.9% | -23.5% |
| 10Y | +364.4% | +676.1% | -311.6% | +145.7% |
| All | +945.1% | +2,035.5% | -1,090.4% | +220.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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