+73.1%
IVV vs PBR
+459.2%
-386.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.5% |
| 7D | +2.6% | -1.0% | +3.6% | +2.7% |
| 30D | -2.0% | -29.3% | +27.3% | +1.0% |
| 3M | -2.8% | +5.5% | -8.3% | -3.9% |
| 6M | +2.2% | -2.9% | +5.1% | +1.7% |
| YTD | +11.5% | +61.5% | -49.9% | +4.0% |
| 1Y | +13.5% | +46.9% | -33.4% | +7.0% |
| 3Y | +78.1% | +66.4% | +11.7% | +63.8% |
| All | +73.1% | +459.2% | -386.1% | +30.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling