+671.1%
IWF vs PHM
+2,783.4%
-2,112.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | +2.8% | -4.1% | +6.9% | +3.8% |
| 30D | -7.5% | +16.1% | -23.7% | -11.1% |
| 3M | -8.5% | -2.5% | -6.0% | -8.4% |
| 6M | -7.4% | +12.9% | -20.3% | -10.9% |
| YTD | -2.6% | +9.0% | -11.7% | -6.0% |
| 1Y | -1.8% | +8.2% | -10.0% | -5.2% |
| 3Y | +65.5% | +58.4% | +7.0% | +42.1% |
| 5Y | +55.8% | +159.2% | -103.3% | +16.9% |
| 10Y | +384.9% | +676.9% | -292.0% | +167.2% |
| All | +671.1% | +2,783.4% | -2,112.3% | +112.3% |
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 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