+326.8%
IWM vs PSX
+1,156.9%
-830.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.2% | -2.3% | -0.2% |
| 7D | -0.3% | -0.4% | 0.0% | -0.2% |
| 30D | +1.9% | -8.1% | +10.0% | +4.4% |
| 3M | -5.7% | +15.9% | -21.6% | -11.0% |
| 6M | -0.3% | +49.4% | -49.7% | -14.4% |
| YTD | +15.8% | +104.7% | -88.9% | -12.2% |
| 1Y | +17.1% | +89.1% | -72.0% | -8.8% |
| 3Y | +73.1% | +151.7% | -78.7% | +18.8% |
| 5Y | +25.9% | +298.3% | -272.4% | -29.6% |
| 10Y | +151.9% | +357.1% | -205.1% | +23.5% |
| All | +326.8% | +1,156.9% | -830.1% | +65.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling