+8,905.2%
PH vs IVZ
+964.6%
+7,940.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +6.8% | -2.5% | +1.6% |
| 7D | +3.0% | +4.1% | -1.1% | +1.2% |
| 30D | -0.6% | -2.0% | +1.4% | -0.1% |
| 3M | -10.7% | -7.8% | -2.9% | -8.2% |
| 6M | +9.1% | +6.3% | +2.8% | +5.4% |
| YTD | +9.5% | +12.6% | -3.1% | +2.8% |
| 1Y | +14.0% | +27.6% | -13.6% | +1.8% |
| 3Y | +138.9% | +154.0% | -15.2% | +60.2% |
| 5Y | +209.1% | +37.3% | +171.8% | +156.9% |
| 10Y | +737.3% | +50.5% | +686.7% | +525.0% |
| All | +8,905.2% | +964.6% | +7,940.6% | +3,468.8% |
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 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