+357.1%
PSX vs IWD
+205.2%
+151.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.4% | +2.7% | +2.6% |
| 7D | -0.4% | -0.6% | +0.2% | +0.4% |
| 30D | -8.1% | +3.6% | -11.7% | -12.3% |
| 3M | +15.9% | +2.7% | +13.3% | +11.7% |
| 6M | +49.4% | +13.2% | +36.2% | +26.4% |
| YTD | +104.7% | +26.8% | +77.9% | +48.5% |
| 1Y | +89.1% | +29.3% | +59.8% | +33.8% |
| 3Y | +151.7% | +85.1% | +66.6% | +13.0% |
| 5Y | +298.3% | +74.2% | +224.1% | +91.5% |
| 10Y | +357.1% | +204.6% | +152.5% | +10.5% |
| All | +357.1% | +205.2% | +151.8% | +10.5% |
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