+741.9%
IWM vs PH
+4,733.3%
-3,991.4%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.9% | -1.9% | -0.5% |
| 7D | -2.0% | +2.0% | -4.0% | -3.2% |
| 30D | -1.5% | -3.7% | +2.2% | +0.1% |
| 3M | -8.0% | -14.0% | +6.0% | -0.9% |
| 6M | -4.1% | +2.1% | -6.2% | -6.3% |
| YTD | +11.9% | +5.1% | +6.9% | +7.0% |
| 1Y | +15.0% | +10.9% | +4.1% | +6.8% |
| 3Y | +64.2% | +132.9% | -68.7% | +0.1% |
| 5Y | +20.4% | +200.1% | -179.7% | -37.0% |
| 10Y | +168.0% | +783.8% | -615.8% | -26.9% |
| All | +741.9% | +4,733.3% | -3,991.4% | -11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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