-5.3%
IGV vs PSX
+97.2%
-102.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.0% | -0.2% |
| 7D | +2.3% | +7.8% | -5.5% | +2.4% |
| 30D | -6.0% | -10.9% | +4.9% | -6.5% |
| 3M | -4.8% | +14.5% | -19.3% | -5.2% |
| 6M | +14.2% | +56.1% | -41.9% | +12.9% |
| YTD | -4.2% | +109.6% | -113.8% | -4.9% |
| 1Y | -5.3% | +95.5% | -100.8% | -5.8% |
| All | -5.3% | +97.2% | -102.4% | -5.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling