+361.6%
PSX vs IWF
+383.8%
-22.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +1.4% |
| 7D | +7.8% | +2.8% | +5.0% | +6.1% |
| 30D | -10.9% | -7.5% | -3.3% | -6.8% |
| 3M | +14.5% | -8.5% | +23.0% | +20.1% |
| 6M | +56.1% | -7.4% | +63.5% | +61.4% |
| YTD | +109.6% | -2.6% | +112.2% | +108.1% |
| 1Y | +95.5% | -1.8% | +97.4% | +92.8% |
| 3Y | +156.2% | +65.5% | +90.7% | +73.7% |
| 5Y | +310.0% | +55.8% | +254.2% | +184.4% |
| All | +361.6% | +383.8% | -22.1% | +23.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling