+1,112.1%
PSX vs IVZ
+137.8%
+974.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.3% |
| 7D | +4.5% | +0.6% | +3.9% | +4.2% |
| 30D | +26.6% | +4.0% | +22.6% | +24.3% |
| 3M | +39.3% | +18.2% | +21.1% | +28.0% |
| 6M | +56.8% | +32.8% | +24.0% | +35.0% |
| YTD | +101.8% | +28.7% | +73.1% | +75.0% |
| 1Y | +99.6% | +55.4% | +44.2% | +57.7% |
| 3Y | +140.3% | +135.2% | +5.1% | +49.8% |
| 5Y | +339.3% | +64.2% | +275.1% | +209.8% |
| 10Y | +369.9% | +64.6% | +305.2% | +184.0% |
| All | +1,112.1% | +137.8% | +974.3% | +441.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling