+309.6%
IVV vs PH
+778.3%
-468.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.2% | -1.9% | +0.6% |
| 7D | +0.1% | +3.0% | -3.0% | -1.2% |
| 30D | -3.3% | -0.6% | -2.7% | -3.3% |
| 3M | -2.4% | -10.7% | +8.4% | +1.9% |
| 6M | +2.6% | +9.1% | -6.5% | -2.0% |
| YTD | +11.3% | +9.5% | +1.8% | +5.4% |
| 1Y | +13.4% | +14.0% | -0.6% | +5.5% |
| 3Y | +80.3% | +138.9% | -58.6% | +18.7% |
| 5Y | +72.7% | +209.1% | -136.4% | -1.0% |
| 10Y | +309.6% | +737.3% | -427.7% | +52.6% |
| All | +309.6% | +778.3% | -468.7% | +52.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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