+200.5%
IWD vs PSKY
-76.1%
+276.6%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.4% | +4.8% | +0.2% |
| 7D | -1.2% | -6.8% | +5.7% | -0.2% |
| 30D | -1.6% | +10.2% | -11.9% | -3.1% |
| 3M | +7.0% | +0.3% | +6.7% | +6.7% |
| 6M | +17.0% | -7.8% | +24.7% | +17.6% |
| YTD | +21.6% | -23.0% | +44.6% | +24.9% |
| 1Y | +28.0% | -31.6% | +59.6% | +32.7% |
| 3Y | +70.6% | -21.3% | +91.9% | +64.3% |
| 5Y | +73.3% | -71.5% | +144.8% | +94.4% |
| 10Y | +200.5% | -75.6% | +276.1% | +171.4% |
| All | +200.5% | -76.1% | +276.6% | +171.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 PSKY 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