+82.2%
IVV vs PSX
+349.1%
-267.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.2% | -0.9% |
| 7D | +0.5% | +2.8% | -2.3% | 0.0% |
| 30D | -1.0% | +27.8% | -28.7% | -5.3% |
| 3M | +3.9% | +42.0% | -38.2% | -2.8% |
| 6M | +14.5% | +58.1% | -43.6% | +4.5% |
| YTD | +12.9% | +105.0% | -92.1% | -2.7% |
| 1Y | +19.4% | +104.9% | -85.5% | +2.5% |
| 3Y | +78.8% | +134.1% | -55.3% | +45.9% |
| 5Y | +82.2% | +363.8% | -281.6% | +28.2% |
| All | +82.2% | +349.1% | -267.0% | +28.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling