+572.2%
PBR vs IVZ
+57.9%
+514.4%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.6% | +2.2% |
| 7D | +4.2% | -2.4% | +6.6% | +4.6% |
| 30D | +22.7% | +2.5% | +20.2% | +22.1% |
| 3M | +21.5% | +17.1% | +4.5% | +18.1% |
| 6M | +24.0% | +35.1% | -11.2% | +17.1% |
| YTD | +88.2% | +24.3% | +63.9% | +79.7% |
| 1Y | +74.8% | +48.7% | +26.1% | +60.2% |
| 3Y | +105.1% | +135.6% | -30.5% | +65.3% |
| 5Y | +572.2% | +60.3% | +511.9% | +487.8% |
| All | +572.2% | +57.9% | +514.4% | +487.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling