+1,092.3%
IWF vs PSKY
-42.2%
+1,134.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.3% |
| 7D | +0.5% | -0.2% | +0.7% | +0.6% |
| 30D | -0.4% | +24.0% | -24.4% | -4.9% |
| 3M | -2.6% | +2.2% | -4.8% | -3.4% |
| 6M | +9.1% | -9.0% | +18.1% | +10.3% |
| YTD | +4.5% | -18.1% | +22.6% | +7.1% |
| 1Y | +10.1% | -25.1% | +35.2% | +13.4% |
| 3Y | +77.6% | -16.3% | +94.0% | +65.1% |
| 5Y | +73.7% | -70.4% | +144.1% | +97.4% |
| 10Y | +411.5% | -74.2% | +485.7% | +416.7% |
| All | +1,092.3% | -42.2% | +1,134.6% | +751.2% |
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