+413.4%
IWF vs PHM
+568.1%
-154.7%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | +0.3% |
| 7D | -0.9% | -5.0% | +4.1% | +0.5% |
| 30D | -1.7% | -8.4% | +6.7% | +0.7% |
| 3M | +0.7% | -4.4% | +5.1% | +1.5% |
| 6M | +8.6% | -3.7% | +12.3% | +8.8% |
| YTD | +3.5% | +1.3% | +2.2% | +1.7% |
| 1Y | +7.0% | -14.0% | +21.1% | +10.0% |
| 3Y | +76.3% | +48.1% | +28.2% | +47.6% |
| 5Y | +74.8% | +158.8% | -84.0% | +19.1% |
| All | +413.4% | +568.1% | -154.7% | +169.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling