+99.2%
PSA vs IVZ
+64.1%
+35.1%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | -3.6% | -2.4% | -1.3% | -3.2% |
| 30D | -9.4% | +2.5% | -11.9% | -9.8% |
| 3M | -8.2% | +17.1% | -25.2% | -11.2% |
| 6M | -1.8% | +35.1% | -37.0% | -7.8% |
| YTD | +15.7% | +24.3% | -8.6% | +10.2% |
| 1Y | +6.3% | +48.7% | -42.4% | -2.5% |
| 3Y | +21.6% | +135.6% | -114.1% | +0.1% |
| 5Y | +13.5% | +60.3% | -46.9% | -2.3% |
| All | +99.2% | +64.1% | +35.1% | +41.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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