+356.3%
IGV vs PSX
+384.6%
-28.3%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.4% |
| 7D | -5.4% | +1.5% | -6.9% | -5.7% |
| 30D | -2.6% | +15.8% | -18.5% | -5.8% |
| 3M | +10.5% | +43.0% | -32.5% | +1.8% |
| 6M | +18.2% | +61.1% | -42.9% | +5.6% |
| YTD | -4.2% | +104.5% | -108.8% | -19.2% |
| 1Y | -9.8% | +102.5% | -112.3% | -23.9% |
| 3Y | +39.1% | +133.5% | -94.4% | +11.4% |
| 5Y | +21.2% | +367.0% | -345.7% | -19.4% |
| All | +356.3% | +384.6% | -28.3% | +183.3% |
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