+808.3%
IWM vs PHM
+2,719.1%
-1,910.9%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.2% |
| 7D | +0.1% | -3.2% | +3.3% | +1.1% |
| 30D | -1.3% | -6.4% | +5.2% | +0.8% |
| 3M | +1.6% | +5.5% | -3.9% | -0.6% |
| 6M | +13.6% | -5.4% | +19.0% | +14.8% |
| YTD | +20.8% | +6.6% | +14.2% | +17.1% |
| 1Y | +26.4% | -8.8% | +35.3% | +28.5% |
| 3Y | +60.7% | +54.1% | +6.6% | +35.6% |
| 5Y | +38.2% | +144.5% | -106.3% | -1.3% |
| 10Y | +169.5% | +569.4% | -399.9% | +33.5% |
| All | +808.3% | +2,719.1% | -1,910.9% | +118.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling