+724.9%
IWF vs PHM
+2,619.9%
-1,895.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.5% | +3.2% | +0.5% |
| 7D | +1.5% | -2.5% | +4.0% | +2.1% |
| 30D | -1.3% | -9.7% | +8.4% | +1.1% |
| 3M | +0.1% | +2.2% | -2.1% | -0.9% |
| 6M | +10.3% | -5.7% | +15.9% | +11.1% |
| YTD | +4.2% | +2.8% | +1.3% | +2.4% |
| 1Y | +9.3% | -14.4% | +23.7% | +12.0% |
| 3Y | +79.3% | +52.2% | +27.1% | +55.9% |
| 5Y | +73.8% | +154.3% | -80.5% | +31.4% |
| 10Y | +410.9% | +545.9% | -135.0% | +194.6% |
| All | +724.9% | +2,619.9% | -1,895.0% | +131.3% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling