+20.7%
IWM vs PHM
+173.8%
-153.1%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.0% | +3.0% | +1.8% |
| 7D | -2.0% | +6.2% | -8.2% | -4.5% |
| 30D | -1.5% | +17.9% | -19.4% | -8.0% |
| 3M | -8.0% | +2.5% | -10.5% | -9.4% |
| 6M | -4.1% | +10.8% | -14.9% | -9.1% |
| YTD | +11.9% | +13.7% | -1.8% | +4.1% |
| 1Y | +15.0% | +12.4% | +2.7% | +7.3% |
| 3Y | +64.2% | +65.6% | -1.4% | +24.3% |
| All | +20.7% | +173.8% | -153.1% | -32.0% |
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