+735.8%
IVV vs PH
+4,436.0%
-3,700.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.0% | -2.4% | -3.6% |
| 7D | -4.8% | -3.9% | -0.9% | -3.2% |
| 30D | -5.9% | -9.4% | +3.5% | -2.1% |
| 3M | -4.5% | -10.3% | +5.8% | -0.5% |
| 6M | +1.8% | +2.7% | -0.8% | -0.3% |
| YTD | +8.4% | +2.1% | +6.2% | +5.7% |
| 1Y | +9.4% | +16.2% | -6.8% | +0.5% |
| 3Y | +75.3% | +129.3% | -54.0% | +16.9% |
| 5Y | +67.8% | +191.7% | -124.0% | -1.4% |
| 10Y | +314.2% | +759.2% | -445.1% | +39.3% |
| All | +735.8% | +4,436.0% | -3,700.2% | +16.4% |
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