+38.9%
IGV vs PSA
+21.5%
+17.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.5% | -0.5% |
| 7D | -1.5% | -2.2% | +0.7% | -1.2% |
| 30D | -3.0% | -9.6% | +6.5% | -1.6% |
| 3M | +9.6% | -7.9% | +17.5% | +10.8% |
| 6M | +16.1% | -2.0% | +18.1% | +15.9% |
| YTD | -3.6% | +15.7% | -19.4% | -7.4% |
| 1Y | -7.8% | +5.8% | -13.6% | -9.7% |
| All | +38.9% | +21.5% | +17.4% | +26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 PSA 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