+73.6%
IWD vs PSKY
-70.7%
+144.3%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.3% | -0.8% |
| 7D | -0.2% | +2.4% | -2.5% | -0.4% |
| 30D | -0.8% | +17.5% | -18.3% | -2.4% |
| 3M | +8.0% | +4.4% | +3.6% | +7.4% |
| 6M | +18.2% | -9.0% | +27.2% | +18.8% |
| YTD | +22.3% | -18.6% | +40.9% | +24.0% |
| 1Y | +28.9% | -27.7% | +56.6% | +31.5% |
| 3Y | +71.5% | -16.9% | +88.4% | +66.3% |
| 5Y | +73.6% | -70.3% | +143.9% | +97.1% |
| All | +73.6% | -70.7% | +144.3% | +97.1% |
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