+56.8%
PSX vs IWD
+16.4%
+40.4%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.8% | -0.2% |
| 7D | +4.5% | -0.3% | +4.8% | +4.4% |
| 30D | +26.6% | +0.6% | +26.0% | +27.1% |
| 3M | +39.3% | +7.2% | +32.0% | +45.2% |
| 6M | +56.8% | +16.2% | +40.6% | +76.2% |
| All | +56.8% | +16.4% | +40.4% | +76.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling