+362.6%
PSX vs IEF
-9.5%
+372.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.3% |
| 7D | +1.7% | -1.3% | +3.1% | +1.0% |
| 30D | +15.6% | -1.7% | +17.4% | +14.6% |
| 3M | +46.5% | -2.5% | +49.0% | +44.6% |
| 6M | +55.0% | -3.3% | +58.3% | +52.7% |
| YTD | +105.3% | -2.8% | +108.1% | +102.6% |
| 1Y | +101.6% | -2.7% | +104.3% | +99.1% |
| 3Y | +134.1% | +8.9% | +125.2% | +141.8% |
| All | +362.6% | -9.5% | +372.1% | +280.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 IEF 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