+613.4%
IVV vs PSX
+1,139.4%
-526.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | +0.1% | +4.5% | -4.4% | -1.0% |
| 30D | +0.1% | +26.6% | -26.5% | -6.0% |
| 3M | +2.0% | +39.3% | -37.3% | -6.8% |
| 6M | +13.0% | +56.8% | -43.8% | -0.5% |
| YTD | +13.6% | +101.8% | -88.2% | -6.9% |
| 1Y | +20.1% | +99.6% | -79.5% | -1.6% |
| 3Y | +77.6% | +140.3% | -62.7% | +35.2% |
| 5Y | +82.5% | +339.3% | -256.9% | +13.2% |
| 10Y | +316.5% | +369.9% | -53.3% | +133.5% |
| All | +613.4% | +1,139.4% | -526.1% | +229.6% |
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