+345.8%
PSX vs IWD
+212.1%
+133.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.0% | +1.0% | +0.5% |
| 7D | -8.0% | +1.3% | -9.3% | -9.6% |
| 30D | -9.0% | +3.6% | -12.6% | -13.2% |
| 3M | +24.7% | +2.3% | +22.4% | +20.7% |
| 6M | +49.3% | +13.0% | +36.3% | +26.6% |
| YTD | +100.2% | +26.2% | +74.0% | +46.1% |
| 1Y | +88.8% | +30.5% | +58.4% | +31.9% |
| 3Y | +152.5% | +86.2% | +66.3% | +12.5% |
| 5Y | +283.2% | +72.9% | +210.3% | +86.1% |
| 10Y | +345.8% | +205.0% | +140.8% | +6.9% |
| All | +345.8% | +212.1% | +133.7% | +6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 10y: compounded portfolio wealth divided by compounded IWD 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…
10y analysis · Full analysis span regression · 6 months rolling