+24.7%
IWM vs PSX
+287.9%
-263.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.5% |
| 7D | +0.3% | -7.8% | +8.1% | +2.3% |
| 30D | +0.6% | -9.9% | +10.5% | +2.9% |
| 3M | -6.2% | +16.9% | -23.2% | -10.6% |
| 6M | -0.8% | +48.0% | -48.7% | -11.9% |
| YTD | +14.8% | +98.3% | -83.6% | -7.8% |
| 1Y | +16.1% | +86.2% | -70.0% | -5.0% |
| 3Y | +71.5% | +144.0% | -72.4% | +26.0% |
| All | +24.7% | +287.9% | -263.1% | -21.5% |
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