+738.6%
IVV vs PH
+4,565.7%
-3,827.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.9% | -2.5% | -0.9% |
| 7D | -2.7% | +2.0% | -4.7% | -3.6% |
| 30D | -5.4% | -3.7% | -1.7% | -4.1% |
| 3M | -4.1% | -14.0% | +10.0% | +2.0% |
| 6M | +0.7% | +2.1% | -1.4% | -1.1% |
| YTD | +8.7% | +5.1% | +3.7% | +4.8% |
| 1Y | +11.0% | +10.9% | 0.0% | +4.3% |
| 3Y | +75.4% | +132.9% | -57.5% | +16.2% |
| 5Y | +68.3% | +200.1% | -131.7% | -2.3% |
| 10Y | +315.5% | +783.8% | -468.3% | +38.0% |
| All | +738.6% | +4,565.7% | -3,827.0% | +15.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling