+29.9%
IWD vs PHM
+7.3%
+22.5%
-6.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.6% | 0.0% |
| 7D | +1.7% | -6.1% | +7.8% | +2.9% |
| 30D | +3.2% | +13.7% | -10.5% | +0.6% |
| 3M | +2.3% | -1.5% | +3.8% | +2.5% |
| 6M | +12.9% | +11.3% | +1.7% | +9.7% |
| YTD | +26.2% | +8.9% | +17.3% | +22.0% |
| All | +29.9% | +7.3% | +22.5% | +25.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling