+582.8%
IVV vs PSX
+1,093.9%
-511.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.9% | +0.5% |
| 7D | -2.7% | -13.1% | +10.4% | +0.8% |
| 30D | -5.4% | -9.5% | +4.2% | -3.2% |
| 3M | -4.1% | +20.2% | -24.3% | -9.0% |
| 6M | +0.7% | +44.9% | -44.2% | -9.4% |
| YTD | +8.7% | +94.4% | -85.7% | -10.4% |
| 1Y | +11.0% | +83.1% | -72.1% | -7.2% |
| 3Y | +75.4% | +132.2% | -56.7% | +34.3% |
| 5Y | +68.3% | +278.8% | -210.5% | +8.9% |
| 10Y | +315.5% | +354.2% | -38.6% | +134.0% |
| All | +582.8% | +1,093.9% | -511.1% | +217.2% |
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