+14.5%
IGV vs PSA
+26.8%
-12.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | 0.0% | -0.6% |
| 7D | +2.5% | -2.1% | +4.6% | +3.1% |
| 30D | -8.6% | +15.6% | -24.2% | -12.7% |
| 3M | -1.6% | +4.1% | -5.7% | -2.9% |
| 6M | +13.4% | +9.2% | +4.3% | +9.8% |
| YTD | -4.0% | +32.3% | -36.3% | -13.9% |
| 1Y | -7.6% | +26.2% | -33.8% | -15.7% |
| 3Y | +39.3% | +53.7% | -14.4% | +11.1% |
| 5Y | +14.5% | +26.6% | -12.1% | -3.5% |
| All | +14.5% | +26.8% | -12.3% | -3.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling