+365.6%
PSX vs IVZ
+62.7%
+302.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.2% | +3.8% | +2.3% |
| 7D | +2.8% | +1.1% | +1.7% | +2.4% |
| 30D | +27.8% | +3.1% | +24.7% | +26.4% |
| 3M | +42.0% | +18.2% | +23.9% | +33.7% |
| 6M | +58.1% | +38.6% | +19.5% | +39.9% |
| YTD | +105.0% | +25.9% | +79.1% | +86.5% |
| 1Y | +104.9% | +51.7% | +53.2% | +73.2% |
| 3Y | +134.1% | +138.7% | -4.6% | +61.8% |
| All | +365.6% | +62.7% | +302.8% | +265.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling