+487.5%
IWD vs PSKY
-42.2%
+529.8%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +1.0% | -0.3% |
| 7D | -0.3% | -0.2% | -0.1% | -0.3% |
| 30D | +0.6% | +24.0% | -23.4% | -4.6% |
| 3M | +7.2% | +2.2% | +5.1% | +6.2% |
| 6M | +16.2% | -9.0% | +25.2% | +17.4% |
| YTD | +23.3% | -18.1% | +41.5% | +26.6% |
| 1Y | +29.6% | -25.1% | +54.7% | +33.8% |
| 3Y | +70.5% | -16.3% | +86.8% | +56.9% |
| 5Y | +73.5% | -70.4% | +143.8% | +99.3% |
| 10Y | +198.3% | -74.2% | +272.5% | +200.2% |
| All | +487.5% | -42.2% | +529.8% | +285.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling