+1,149.3%
PSX vs IVZ
+104.7%
+1,044.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.2% | +1.9% |
| 7D | +6.4% | +5.1% | +1.3% | +4.1% |
| 30D | -10.2% | -1.6% | -8.6% | -10.1% |
| 3M | +17.2% | -9.1% | +26.3% | +21.0% |
| 6M | +51.8% | +1.8% | +50.0% | +47.2% |
| YTD | +108.0% | +10.8% | +97.2% | +90.9% |
| 1Y | +96.1% | +19.1% | +77.0% | +73.7% |
| 3Y | +155.9% | +144.4% | +11.4% | +54.9% |
| 5Y | +306.9% | +33.6% | +273.4% | +214.2% |
| 10Y | +364.5% | +41.7% | +322.9% | +197.9% |
| All | +1,149.3% | +104.7% | +1,044.5% | +491.0% |
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 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