+203.2%
IWD vs PHM
+684.3%
-481.0%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.9% | +3.9% | +1.1% |
| 7D | +1.6% | +2.9% | -1.4% | +0.7% |
| 30D | +3.6% | +16.5% | -12.9% | -1.0% |
| 3M | +2.0% | +0.6% | +1.4% | +1.5% |
| 6M | +13.1% | +11.6% | +1.5% | +8.7% |
| YTD | +26.2% | +12.1% | +14.1% | +20.5% |
| 1Y | +29.6% | +9.6% | +20.0% | +24.4% |
| 3Y | +84.3% | +62.3% | +22.1% | +53.2% |
| 5Y | +73.4% | +170.4% | -97.0% | +19.4% |
| All | +203.2% | +684.3% | -481.0% | +53.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 PHM 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