+312.0%
IVV vs PSX
+364.5%
-52.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.7% |
| 7D | +3.3% | +6.4% | -3.1% | +1.8% |
| 30D | -2.7% | -10.2% | +7.5% | -0.3% |
| 3M | -1.7% | +17.2% | -18.9% | -6.0% |
| 6M | +3.2% | +51.8% | -48.6% | -8.1% |
| YTD | +12.0% | +108.0% | -96.0% | -9.1% |
| 1Y | +12.1% | +96.1% | -84.0% | -7.7% |
| 3Y | +78.6% | +155.9% | -77.2% | +33.5% |
| 5Y | +73.8% | +306.9% | -233.1% | +10.2% |
| All | +312.0% | +364.5% | -52.5% | +131.7% |
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