+68.9%
IWD vs PSKY
-78.0%
+146.9%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.8% | +4.7% | 0.0% |
| 7D | +0.9% | -24.6% | +25.4% | +1.4% |
| 30D | +0.5% | -36.1% | +36.7% | +1.4% |
| 3M | +26.2% | -53.8% | +80.0% | +27.3% |
| 6M | +26.2% | -53.8% | +80.0% | +27.3% |
| YTD | +26.2% | -53.8% | +80.0% | +27.3% |
| 1Y | +28.7% | -58.4% | +87.0% | +31.3% |
| 3Y | +77.7% | -40.7% | +118.4% | +67.4% |
| All | +68.9% | -78.0% | +146.9% | +78.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling