+973.2%
IGV vs PSA
+2,516.6%
-1,543.5%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.0% | -1.8% |
| 7D | -4.5% | -3.7% | -0.8% | -3.2% |
| 30D | +3.2% | -7.7% | +11.0% | +6.3% |
| 3M | +4.5% | -0.6% | +5.1% | +4.4% |
| 6M | +22.1% | -0.9% | +23.0% | +21.5% |
| YTD | -1.0% | +18.7% | -19.7% | -8.3% |
| 1Y | -2.1% | +7.6% | -9.7% | -6.2% |
| 3Y | +44.6% | +23.7% | +20.9% | +28.8% |
| 5Y | +22.2% | +13.7% | +8.5% | +11.4% |
| 10Y | +364.7% | +98.9% | +265.9% | +230.8% |
| All | +973.2% | +2,516.6% | -1,543.5% | +222.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling