+201.7%
IWD vs PHM
+670.5%
-468.8%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | +2.3% | -4.1% | +6.4% | +3.4% |
| 30D | +3.6% | +16.1% | -12.6% | -0.9% |
| 3M | +2.2% | -2.5% | +4.7% | +2.5% |
| 6M | +13.0% | +12.9% | 0.0% | +8.2% |
| YTD | +26.5% | +9.0% | +17.5% | +21.8% |
| 1Y | +30.1% | +8.2% | +22.0% | +25.3% |
| 3Y | +84.9% | +58.4% | +26.4% | +54.6% |
| 5Y | +73.4% | +159.2% | -85.8% | +20.8% |
| All | +201.7% | +670.5% | -468.8% | +54.8% |
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