+808.3%
IWM vs PH
+4,969.2%
-4,160.9%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | +0.1% | -3.1% | +3.2% | +1.7% |
| 30D | -1.3% | -3.2% | +2.0% | +0.1% |
| 3M | +1.6% | +10.6% | -9.0% | -4.4% |
| 6M | +13.6% | -2.1% | +15.7% | +13.6% |
| YTD | +20.8% | +10.2% | +10.6% | +13.1% |
| 1Y | +26.4% | +28.2% | -1.8% | +8.7% |
| 3Y | +60.7% | +134.9% | -74.2% | -2.3% |
| 5Y | +38.2% | +253.6% | -215.4% | -33.6% |
| 10Y | +169.5% | +804.7% | -635.3% | -27.1% |
| All | +808.3% | +4,969.2% | -4,160.9% | -6.7% |
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