+72.9%
PBR vs IVZ
+30.5%
+42.4%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +4.2% | -11.1% | -5.9% |
| 7D | -11.0% | +2.6% | -13.6% | -10.2% |
| 30D | -18.8% | -3.5% | -15.3% | -18.9% |
| 3M | +7.8% | -7.4% | +15.2% | +6.7% |
| 6M | -7.6% | +14.7% | -22.3% | -4.2% |
| YTD | +72.7% | +14.6% | +58.0% | +80.6% |
| 1Y | +72.9% | +30.7% | +42.2% | +86.3% |
| All | +72.9% | +30.5% | +42.4% | +86.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 1y: compounded portfolio wealth divided by compounded IVZ 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…
1y analysis · Full analysis span regression · 6 months rolling