+345.1%
IWM vs PSX
+1,139.4%
-794.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.2% |
| 7D | +0.1% | +4.5% | -4.5% | -1.4% |
| 30D | -1.3% | +26.6% | -27.9% | -9.1% |
| 3M | +1.6% | +39.3% | -37.7% | -9.9% |
| 6M | +13.6% | +56.8% | -43.3% | -4.3% |
| YTD | +20.8% | +101.8% | -81.1% | -7.4% |
| 1Y | +26.4% | +99.6% | -73.2% | -3.1% |
| 3Y | +60.7% | +140.3% | -79.7% | +12.6% |
| 5Y | +38.2% | +339.3% | -301.1% | -25.4% |
| 10Y | +169.5% | +369.9% | -200.4% | +31.9% |
| All | +345.1% | +1,139.4% | -794.3% | +74.7% |
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