+143.5%
IWM vs PHM
+670.5%
-527.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.4% |
| 7D | +1.4% | -4.1% | +5.6% | +3.0% |
| 30D | +2.3% | +16.1% | -13.9% | -3.8% |
| 3M | -8.3% | -2.5% | -5.8% | -8.0% |
| 6M | -1.3% | +12.9% | -14.2% | -7.0% |
| YTD | +13.5% | +9.0% | +4.5% | +7.6% |
| 1Y | +18.4% | +8.2% | +10.2% | +12.4% |
| 3Y | +69.6% | +58.4% | +11.2% | +34.7% |
| 5Y | +23.3% | +159.2% | -135.9% | -22.1% |
| All | +143.5% | +670.5% | -527.0% | +2.2% |
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