+135.3%
PSX vs IVZ
+133.3%
+2.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.8% |
| 7D | +1.8% | +1.2% | +0.7% | +1.5% |
| 30D | +21.6% | +1.8% | +19.9% | +20.9% |
| 3M | +46.5% | +15.7% | +30.7% | +39.9% |
| 6M | +62.0% | +36.3% | +25.7% | +46.1% |
| YTD | +106.3% | +24.9% | +81.4% | +90.3% |
| 1Y | +103.0% | +48.9% | +54.0% | +74.6% |
| All | +135.3% | +133.3% | +2.0% | +65.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling