+16.0%
IWM vs PSX
+84.9%
-68.9%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.7% |
| 7D | +0.3% | -7.8% | +8.1% | -0.1% |
| 30D | +0.6% | -9.9% | +10.5% | 0.0% |
| 3M | -6.2% | +16.9% | -23.2% | -5.8% |
| 6M | -0.8% | +48.0% | -48.7% | +0.1% |
| YTD | +14.8% | +98.3% | -83.6% | +9.7% |
| All | +16.0% | +84.9% | -68.9% | +12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 1y: compounded portfolio wealth divided by compounded PSX 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…
1y analysis · Full analysis span regression · 6 months rolling