+363.6%
IGV vs PSX
+368.0%
-4.5%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.0% | -0.4% |
| 7D | +2.3% | +7.8% | -5.5% | +0.7% |
| 30D | -6.0% | -10.9% | +4.9% | -3.9% |
| 3M | -4.8% | +14.5% | -19.3% | -8.0% |
| 6M | +14.2% | +56.1% | -41.9% | +2.9% |
| YTD | -4.2% | +109.6% | -113.8% | -19.9% |
| 1Y | -5.3% | +95.5% | -100.8% | -19.6% |
| 3Y | +38.8% | +156.2% | -117.4% | +8.7% |
| 5Y | +14.2% | +310.0% | -295.8% | -21.5% |
| All | +363.6% | +368.0% | -4.5% | +197.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 PSX 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