+378.1%
PSX vs IVZ
+65.9%
+312.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | -0.1% |
| 7D | +1.7% | -2.4% | +4.1% | +2.7% |
| 30D | +15.6% | +3.0% | +12.6% | +14.0% |
| 3M | +46.5% | +14.9% | +31.6% | +36.7% |
| 6M | +55.0% | +36.7% | +18.3% | +32.4% |
| YTD | +105.3% | +25.7% | +79.6% | +80.5% |
| 1Y | +101.6% | +47.7% | +53.9% | +63.8% |
| 3Y | +134.1% | +138.8% | -4.7% | +46.2% |
| 5Y | +368.7% | +62.1% | +306.6% | +235.3% |
| All | +378.1% | +65.9% | +312.2% | +173.0% |
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