+1,112.1%
PSX vs IEF
+20.7%
+1,091.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.1% |
| 7D | +4.5% | -0.3% | +4.8% | +4.3% |
| 30D | +26.6% | -0.8% | +27.4% | +25.7% |
| 3M | +39.3% | -1.0% | +40.2% | +38.1% |
| 6M | +56.8% | -2.8% | +59.6% | +53.1% |
| YTD | +101.8% | -1.5% | +103.3% | +99.5% |
| 1Y | +99.6% | -0.4% | +100.0% | +99.5% |
| 3Y | +140.3% | +9.7% | +130.7% | +163.7% |
| 5Y | +339.3% | -8.3% | +347.7% | +278.6% |
| 10Y | +369.9% | +4.6% | +365.3% | +377.7% |
| All | +1,112.1% | +20.7% | +1,091.4% | +977.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling