+76.9%
IVV vs PBR
+97.2%
-20.3%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.4% |
| 7D | -0.4% | +0.3% | -0.7% | -0.4% |
| 30D | -1.4% | +17.5% | -18.9% | -3.0% |
| 3M | +3.7% | +20.9% | -17.2% | +1.5% |
| 6M | +13.0% | +20.2% | -7.2% | +10.0% |
| YTD | +12.4% | +84.3% | -71.8% | +2.3% |
| 1Y | +18.6% | +77.1% | -58.5% | +8.3% |
| All | +76.9% | +97.2% | -20.3% | +54.6% |
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