+86.2%
IWD vs PHM
+70.2%
+16.0%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.6% | -0.6% | +1.5% |
| 7D | +1.3% | +3.5% | -2.2% | +0.5% |
| 30D | +3.6% | +21.2% | -17.6% | -0.7% |
| 3M | +2.3% | +2.5% | -0.1% | +1.6% |
| 6M | +13.0% | +16.1% | -3.1% | +8.8% |
| YTD | +26.2% | +16.6% | +9.6% | +20.7% |
| 1Y | +30.5% | +14.4% | +16.0% | +25.2% |
| 3Y | +86.2% | +71.9% | +14.3% | +55.9% |
| All | +86.2% | +70.2% | +16.0% | +55.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling