+40.7%
IWM vs PHM
+162.1%
-121.4%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.2% |
| 7D | +0.1% | -3.2% | +3.3% | +1.4% |
| 30D | -1.3% | -6.4% | +5.2% | +1.2% |
| 3M | +1.6% | +5.5% | -3.9% | -1.3% |
| 6M | +13.6% | -5.4% | +19.0% | +15.0% |
| YTD | +20.8% | +6.6% | +14.2% | +15.7% |
| 1Y | +26.4% | -8.8% | +35.3% | +28.8% |
| 3Y | +60.7% | +54.1% | +6.6% | +25.6% |
| All | +40.7% | +162.1% | -121.4% | -18.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling