+356.3%
IGV vs PSKY
-75.1%
+431.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.2% | -0.8% |
| 7D | -5.4% | -6.0% | +0.6% | -4.5% |
| 30D | -2.6% | +10.7% | -13.3% | -4.1% |
| 3M | +10.5% | +1.2% | +9.4% | +10.1% |
| 6M | +18.2% | +1.5% | +16.7% | +17.5% |
| YTD | -4.2% | -21.8% | +17.5% | -1.8% |
| 1Y | -9.8% | -30.2% | +20.3% | -6.8% |
| 3Y | +39.1% | -20.1% | +59.2% | +34.2% |
| 5Y | +21.2% | -70.5% | +91.7% | +33.8% |
| All | +356.3% | -75.1% | +431.4% | +352.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 10y: compounded portfolio wealth divided by compounded PSKY 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…
10y analysis · Full analysis span regression · 6 months rolling