+23.1%
PH vs IVZ
+48.1%
-25.0%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.4% |
| 7D | -3.1% | -2.4% | -0.7% | -2.4% |
| 30D | -11.8% | +2.5% | -14.3% | -12.4% |
| 3M | +6.9% | +17.1% | -10.1% | +1.5% |
| 6M | -1.3% | +35.1% | -36.4% | -11.2% |
| YTD | +7.0% | +24.3% | -17.4% | -1.9% |
| 1Y | +23.1% | +48.7% | -25.6% | +4.2% |
| All | +23.1% | +48.1% | -25.0% | +4.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling