+727.5%
IWF vs PHM
+2,719.1%
-1,991.6%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | +0.5% | -3.2% | +3.7% | +1.3% |
| 30D | -0.4% | -6.4% | +6.0% | +1.1% |
| 3M | -2.6% | +5.5% | -8.1% | -4.3% |
| 6M | +9.1% | -5.4% | +14.6% | +9.9% |
| YTD | +4.5% | +6.6% | -2.1% | +1.8% |
| 1Y | +10.1% | -8.8% | +18.9% | +11.1% |
| 3Y | +77.6% | +54.1% | +23.5% | +53.9% |
| 5Y | +73.7% | +144.5% | -70.8% | +32.5% |
| 10Y | +411.5% | +569.4% | -157.9% | +192.5% |
| All | +727.5% | +2,719.1% | -1,991.6% | +130.1% |
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 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