+302.5%
PSX vs IWD
+72.9%
+229.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.5% | +0.5% |
| 7D | +7.8% | +2.3% | +5.5% | +5.4% |
| 30D | -10.9% | +3.6% | -14.5% | -14.1% |
| 3M | +14.5% | +2.2% | +12.3% | +11.7% |
| 6M | +56.1% | +13.0% | +43.2% | +36.6% |
| YTD | +109.6% | +26.5% | +83.1% | +61.0% |
| 1Y | +95.5% | +30.1% | +65.4% | +45.6% |
| 3Y | +156.2% | +84.9% | +71.3% | +34.2% |
| All | +302.5% | +72.9% | +229.6% | +125.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling