+741.1%
IVV vs PBR
+1,797.5%
-1,056.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.5% | 0.0% |
| 7D | +0.1% | +8.6% | -8.5% | -1.6% |
| 30D | +0.1% | +12.8% | -12.7% | -2.4% |
| 3M | +2.0% | +14.7% | -12.7% | -1.1% |
| 6M | +13.0% | +25.2% | -12.1% | +7.2% |
| YTD | +13.6% | +77.1% | -63.6% | +0.3% |
| 1Y | +20.1% | +69.6% | -49.5% | +6.7% |
| 3Y | +77.6% | +95.6% | -18.0% | +51.0% |
| 5Y | +82.5% | +501.8% | -419.3% | +18.3% |
| 10Y | +316.5% | +640.6% | -324.0% | +127.5% |
| All | +741.1% | +1,797.5% | -1,056.4% | +217.1% |
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