+200.5%
IWD vs PHM
+545.0%
-344.5%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.4% | -0.3% |
| 7D | -1.2% | -3.9% | +2.7% | -0.1% |
| 30D | -1.6% | -8.6% | +6.9% | +0.7% |
| 3M | +7.0% | -2.9% | +9.9% | +7.4% |
| 6M | +17.0% | -5.7% | +22.7% | +18.0% |
| YTD | +21.6% | +1.9% | +19.8% | +19.7% |
| 1Y | +28.0% | -12.3% | +40.3% | +31.1% |
| 3Y | +70.6% | +50.8% | +19.8% | +44.8% |
| 5Y | +73.3% | +157.3% | -84.0% | +21.2% |
| 10Y | +200.5% | +566.5% | -366.0% | +57.2% |
| All | +200.5% | +545.0% | -344.5% | +57.2% |
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