+812.6%
PH vs IVZ
+60.3%
+752.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.3% |
| 7D | 0.0% | +1.2% | -1.2% | -0.6% |
| 30D | -10.3% | +1.8% | -12.1% | -11.2% |
| 3M | +5.1% | +15.7% | -10.7% | -3.3% |
| 6M | +2.3% | +36.3% | -34.0% | -14.1% |
| YTD | +8.7% | +24.9% | -16.2% | -5.2% |
| 1Y | +26.8% | +48.9% | -22.2% | +0.3% |
| 3Y | +139.2% | +136.8% | +2.4% | +42.3% |
| 5Y | +251.1% | +60.0% | +191.1% | +146.6% |
| 10Y | +812.6% | +63.4% | +749.2% | +438.4% |
| All | +812.6% | +60.3% | +752.2% | +438.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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