+78.1%
IVV vs PBR
+69.2%
+8.9%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.5% |
| 7D | +2.6% | -1.0% | +3.6% | +2.6% |
| 30D | -2.0% | -29.3% | +27.3% | +0.5% |
| 3M | -2.8% | +5.5% | -8.3% | -4.1% |
| 6M | +2.2% | -2.9% | +5.1% | +1.5% |
| YTD | +11.5% | +61.5% | -49.9% | +1.9% |
| 1Y | +13.5% | +46.9% | -33.4% | +5.3% |
| 3Y | +78.1% | +66.4% | +11.7% | +58.7% |
| All | +78.1% | +69.2% | +8.9% | +58.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling