+776.1%
IVV vs PH
+4,793.4%
-4,017.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | +0.1% | -3.1% | +3.2% | +1.5% |
| 30D | +0.1% | -3.2% | +3.3% | +1.2% |
| 3M | +2.0% | +10.6% | -8.6% | -2.9% |
| 6M | +13.0% | -2.1% | +15.2% | +13.0% |
| YTD | +13.6% | +10.2% | +3.4% | +7.6% |
| 1Y | +20.1% | +28.2% | -8.1% | +6.0% |
| 3Y | +77.6% | +134.9% | -57.3% | +17.2% |
| 5Y | +82.5% | +253.6% | -171.2% | -1.3% |
| 10Y | +316.5% | +804.7% | -488.2% | +37.4% |
| All | +776.1% | +4,793.4% | -4,017.3% | +18.4% |
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