+1,112.1%
PSX vs IWD
+417.5%
+694.6%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.8% | +1.0% |
| 7D | +4.5% | -0.3% | +4.8% | +4.9% |
| 30D | +26.6% | +0.6% | +26.0% | +25.6% |
| 3M | +39.3% | +7.2% | +32.0% | +26.8% |
| 6M | +56.8% | +16.2% | +40.6% | +27.7% |
| YTD | +101.8% | +23.3% | +78.5% | +52.1% |
| 1Y | +99.6% | +29.6% | +70.0% | +40.9% |
| 3Y | +140.3% | +70.5% | +69.9% | +20.3% |
| 5Y | +339.3% | +73.5% | +265.9% | +113.0% |
| 10Y | +369.9% | +198.3% | +171.5% | +19.4% |
| All | +1,112.1% | +417.5% | +694.6% | +51.3% |
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