+72.9%
IWD vs PHM
+180.8%
-108.0%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.6% | -0.6% | +1.4% |
| 7D | +1.3% | +3.5% | -2.2% | +0.3% |
| 30D | +3.6% | +21.2% | -17.6% | -1.5% |
| 3M | +2.3% | +2.5% | -0.1% | +1.4% |
| 6M | +13.0% | +16.1% | -3.1% | +8.1% |
| YTD | +26.2% | +16.6% | +9.6% | +19.9% |
| 1Y | +30.5% | +14.4% | +16.0% | +24.4% |
| 3Y | +86.2% | +71.9% | +14.3% | +53.4% |
| 5Y | +72.9% | +174.3% | -101.5% | +15.6% |
| All | +72.9% | +180.8% | -108.0% | +15.6% |
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 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