+99.6%
PSX vs IWF
+10.9%
+88.7%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +4.5% | +0.5% | +4.0% | +4.7% |
| 30D | +26.6% | -0.4% | +27.0% | +26.5% |
| 3M | +39.3% | -2.6% | +41.9% | +38.3% |
| 6M | +56.8% | +9.1% | +47.7% | +61.9% |
| YTD | +101.8% | +4.5% | +97.3% | +107.6% |
| 1Y | +99.6% | +10.1% | +89.5% | +123.3% |
| All | +99.6% | +10.9% | +88.7% | +123.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 1y: compounded portfolio wealth divided by compounded IWF 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…
1y analysis · Full analysis span regression · 6 months rolling