+9,058.8%
PH vs IVZ
+954.3%
+8,104.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.1% |
| 7D | +6.9% | -2.8% | +9.6% | +7.9% |
| 30D | +1.7% | -2.2% | +3.8% | +2.2% |
| 3M | -8.1% | -8.1% | -0.1% | -5.5% |
| 6M | +11.5% | +3.8% | +7.7% | +8.8% |
| YTD | +11.4% | +11.5% | -0.1% | +5.0% |
| 1Y | +14.1% | +23.7% | -9.6% | +3.0% |
| 3Y | +138.2% | +145.8% | -7.6% | +61.8% |
| 5Y | +216.0% | +36.1% | +179.9% | +163.4% |
| 10Y | +710.0% | +42.4% | +667.5% | +516.2% |
| All | +9,058.8% | +954.3% | +8,104.5% | +3,543.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling