+38.2%
IWM vs PSX
+370.3%
-332.1%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.5% |
| 7D | -1.1% | +1.8% | -3.0% | -1.6% |
| 30D | -3.1% | +21.6% | -24.8% | -8.2% |
| 3M | +2.2% | +46.5% | -44.2% | -8.3% |
| 6M | +15.1% | +62.0% | -46.9% | -0.5% |
| YTD | +18.6% | +106.3% | -87.8% | -5.3% |
| 1Y | +24.0% | +103.0% | -79.0% | -0.8% |
| 3Y | +63.7% | +135.5% | -71.8% | +22.1% |
| 5Y | +38.2% | +368.5% | -330.3% | -19.4% |
| All | +38.2% | +370.3% | -332.1% | -19.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling