+725.8%
IVV vs PBR
+1,629.6%
-903.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.7% |
| 7D | +2.6% | -1.0% | +3.6% | +2.7% |
| 30D | -2.0% | -29.3% | +27.3% | +4.4% |
| 3M | -2.8% | +5.5% | -8.3% | -4.6% |
| 6M | +2.2% | -2.9% | +5.1% | +1.6% |
| YTD | +11.5% | +61.5% | -49.9% | -0.4% |
| 1Y | +13.5% | +46.9% | -33.4% | +3.2% |
| 3Y | +78.1% | +66.4% | +11.7% | +55.4% |
| 5Y | +73.1% | +460.3% | -387.2% | +13.6% |
| 10Y | +310.4% | +564.6% | -254.2% | +128.7% |
| All | +725.8% | +1,629.6% | -903.8% | +214.8% |
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