+1,067.6%
PSX vs IWD
+419.0%
+648.6%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.2% | -0.1% |
| 7D | -13.1% | -0.5% | -12.7% | -12.8% |
| 30D | -9.5% | +2.7% | -12.2% | -12.7% |
| 3M | +20.2% | +0.9% | +19.3% | +18.3% |
| 6M | +44.9% | +10.5% | +34.4% | +26.3% |
| YTD | +94.4% | +23.7% | +70.7% | +45.4% |
| 1Y | +83.1% | +28.7% | +54.3% | +30.0% |
| 3Y | +132.2% | +79.7% | +52.4% | +8.3% |
| 5Y | +278.8% | +69.7% | +209.2% | +88.3% |
| 10Y | +354.2% | +211.4% | +142.7% | +8.8% |
| All | +1,067.6% | +419.0% | +648.6% | +44.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling