+713.9%
PH vs IWD
+203.8%
+510.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | +2.1% | +1.6% | +0.6% | -0.4% |
| 30D | +0.3% | +3.6% | -3.3% | -5.0% |
| 3M | -8.8% | +2.0% | -10.9% | -11.7% |
| 6M | +10.0% | +13.1% | -3.0% | -8.4% |
| YTD | +10.5% | +26.2% | -15.7% | -21.6% |
| 1Y | +15.5% | +29.6% | -14.0% | -21.1% |
| 3Y | +136.4% | +84.3% | +52.0% | -1.2% |
| 5Y | +213.6% | +73.4% | +140.2% | +45.1% |
| 10Y | +713.9% | +202.4% | +511.5% | +79.8% |
| All | +713.9% | +203.8% | +510.1% | +79.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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