+741.9%
IWM vs PHM
+2,907.8%
-2,165.9%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.0% | +3.0% | +1.6% |
| 7D | -2.0% | +6.2% | -8.2% | -4.0% |
| 30D | -1.5% | +17.9% | -19.4% | -6.8% |
| 3M | -8.0% | +2.5% | -10.5% | -9.2% |
| 6M | -4.1% | +10.8% | -14.9% | -8.0% |
| YTD | +11.9% | +13.7% | -1.8% | +5.9% |
| 1Y | +15.0% | +12.4% | +2.7% | +9.1% |
| 3Y | +64.2% | +65.6% | -1.4% | +35.2% |
| 5Y | +20.4% | +175.3% | -155.0% | -17.3% |
| 10Y | +168.0% | +713.9% | -545.9% | +24.7% |
| All | +741.9% | +2,907.8% | -2,165.9% | +97.3% |
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