+76.6%
IWF vs PSKY
-21.8%
+98.5%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.4% | +4.9% | -0.2% |
| 7D | +0.5% | -6.8% | +7.4% | +0.8% |
| 30D | -1.4% | +10.2% | -11.6% | -1.8% |
| 3M | +0.4% | +0.3% | +0.2% | +0.3% |
| 6M | +8.5% | -7.8% | +16.2% | +8.6% |
| YTD | +3.7% | -23.0% | +26.6% | +4.4% |
| 1Y | +8.5% | -31.6% | +40.1% | +9.5% |
| All | +76.6% | -21.8% | +98.5% | +73.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling