+309.6%
IVV vs PSX
+363.6%
-53.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.0% | -0.6% | +1.6% |
| 7D | +0.1% | -8.0% | +8.1% | +2.1% |
| 30D | -3.3% | -9.0% | +5.7% | -1.3% |
| 3M | -2.4% | +24.7% | -27.1% | -8.2% |
| 6M | +2.6% | +49.3% | -46.7% | -8.2% |
| YTD | +11.3% | +100.2% | -88.9% | -8.8% |
| 1Y | +13.4% | +88.8% | -75.4% | -5.7% |
| 3Y | +80.3% | +152.5% | -72.2% | +35.1% |
| 5Y | +72.7% | +283.2% | -210.5% | +11.3% |
| 10Y | +309.6% | +345.8% | -36.2% | +132.0% |
| All | +309.6% | +363.6% | -53.9% | +132.0% |
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