+313.7%
IVV vs PSX
+371.8%
-58.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.2% | -1.0% |
| 7D | +0.5% | +2.8% | -2.3% | -0.2% |
| 30D | -1.0% | +27.8% | -28.7% | -7.1% |
| 3M | +3.9% | +42.0% | -38.2% | -5.4% |
| 6M | +14.5% | +58.1% | -43.6% | +0.7% |
| YTD | +12.9% | +105.0% | -92.1% | -7.7% |
| 1Y | +19.4% | +104.9% | -85.5% | -2.7% |
| 3Y | +78.8% | +134.1% | -55.3% | +37.2% |
| 5Y | +82.2% | +363.8% | -281.6% | +10.7% |
| 10Y | +313.7% | +370.1% | -56.5% | +125.5% |
| All | +313.7% | +371.8% | -58.1% | +125.5% |
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