+695.9%
PH vs IVZ
+43.7%
+652.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.4% | -1.2% |
| 7D | +4.3% | +7.6% | -3.3% | +0.5% |
| 30D | +0.1% | +4.3% | -4.2% | -2.4% |
| 3M | -9.4% | -9.3% | 0.0% | -5.3% |
| 6M | +8.8% | +5.2% | +3.5% | +4.3% |
| YTD | +9.6% | +13.4% | -3.8% | 0.0% |
| 1Y | +14.4% | +25.4% | -10.9% | -1.2% |
| 3Y | +134.5% | +152.5% | -18.0% | +34.2% |
| 5Y | +204.4% | +36.7% | +167.7% | +132.8% |
| All | +695.9% | +43.7% | +652.2% | +412.5% |
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