+726.5%
IWD vs PHM
+2,719.1%
-1,992.6%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | -0.3% | -3.2% | +2.9% | +0.5% |
| 30D | +0.6% | -6.4% | +7.0% | +2.2% |
| 3M | +7.2% | +5.5% | +1.7% | +5.4% |
| 6M | +16.2% | -5.4% | +21.7% | +17.1% |
| YTD | +23.3% | +6.6% | +16.8% | +20.3% |
| 1Y | +29.6% | -8.8% | +38.4% | +31.1% |
| 3Y | +70.5% | +54.1% | +16.3% | +47.5% |
| 5Y | +73.5% | +144.5% | -71.0% | +30.2% |
| 10Y | +198.3% | +569.4% | -371.1% | +64.1% |
| All | +726.5% | +2,719.1% | -1,992.6% | +151.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling