+1,158.7%
PSX vs IWF
+721.9%
+436.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +1.5% |
| 7D | +7.8% | +2.8% | +5.0% | +5.8% |
| 30D | -10.9% | -7.5% | -3.3% | -6.2% |
| 3M | +14.5% | -8.5% | +23.0% | +20.9% |
| 6M | +56.1% | -7.4% | +63.5% | +62.1% |
| YTD | +109.6% | -2.6% | +112.2% | +107.7% |
| 1Y | +95.5% | -1.8% | +97.4% | +92.3% |
| 3Y | +156.2% | +65.5% | +90.7% | +64.7% |
| 5Y | +310.0% | +55.8% | +254.2% | +168.2% |
| 10Y | +368.0% | +384.9% | -16.8% | -11.6% |
| All | +1,158.7% | +721.9% | +436.8% | +20.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling