+717.6%
IGV vs PSX
+1,159.1%
-441.5%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.6% | -3.4% | -2.2% |
| 7D | -3.3% | +2.8% | -6.1% | -4.0% |
| 30D | 0.0% | +27.8% | -27.8% | -5.8% |
| 3M | +7.3% | +42.0% | -34.7% | -1.6% |
| 6M | +16.7% | +58.1% | -41.4% | +3.9% |
| YTD | -2.8% | +105.0% | -107.9% | -19.1% |
| 1Y | -6.7% | +104.9% | -111.6% | -22.6% |
| 3Y | +41.1% | +134.1% | -92.9% | +11.1% |
| 5Y | +22.0% | +363.8% | -341.8% | -21.4% |
| 10Y | +357.9% | +370.1% | -12.2% | +169.8% |
| All | +717.6% | +1,159.1% | -441.5% | +272.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling