+138.9%
PH vs IVZ
+145.9%
-7.1%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +6.8% | -2.5% | +1.4% |
| 7D | +3.0% | +4.1% | -1.1% | +1.0% |
| 30D | -0.6% | -2.0% | +1.4% | -0.1% |
| 3M | -10.7% | -7.8% | -2.9% | -7.9% |
| 6M | +9.1% | +6.3% | +2.8% | +4.9% |
| YTD | +9.5% | +12.6% | -3.1% | +1.5% |
| 1Y | +14.0% | +27.6% | -13.6% | -0.9% |
| 3Y | +138.9% | +154.0% | -15.2% | +48.8% |
| All | +138.9% | +145.9% | -7.1% | +48.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling