+73.6%
IWD vs PHM
+152.9%
-79.3%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.5% | +2.7% | +0.1% |
| 7D | -0.2% | -2.5% | +2.3% | +0.5% |
| 30D | -0.8% | -9.7% | +8.9% | +1.7% |
| 3M | +8.0% | +2.2% | +5.8% | +6.9% |
| 6M | +18.2% | -5.7% | +23.9% | +19.1% |
| YTD | +22.3% | +2.8% | +19.5% | +20.2% |
| 1Y | +28.9% | -14.4% | +43.3% | +32.5% |
| 3Y | +71.5% | +52.2% | +19.3% | +45.9% |
| 5Y | +73.6% | +154.3% | -80.7% | +20.1% |
| All | +73.6% | +152.9% | -79.3% | +20.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling