+135.3%
PSX vs IWF
+77.2%
+58.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.8% |
| 7D | +1.8% | +0.5% | +1.3% | +1.6% |
| 30D | +21.6% | -1.4% | +23.0% | +22.1% |
| 3M | +46.5% | +0.4% | +46.0% | +45.6% |
| 6M | +62.0% | +8.5% | +53.5% | +55.4% |
| YTD | +106.3% | +3.7% | +102.6% | +102.0% |
| 1Y | +103.0% | +8.5% | +94.5% | +93.2% |
| All | +135.3% | +77.2% | +58.2% | +77.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling