+100.0%
PBR vs IVZ
+133.3%
-33.3%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.6% |
| 7D | +0.3% | +1.2% | -0.8% | +0.2% |
| 30D | +17.5% | +1.8% | +15.8% | +17.2% |
| 3M | +20.9% | +15.7% | +5.2% | +18.6% |
| 6M | +20.2% | +36.3% | -16.1% | +15.1% |
| YTD | +84.3% | +24.9% | +59.3% | +77.9% |
| 1Y | +77.1% | +48.9% | +28.2% | +64.4% |
| All | +100.0% | +133.3% | -33.3% | +66.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling