+14.1%
PH vs IWD
+30.1%
-16.0%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.3% |
| 7D | +6.9% | -0.6% | +7.5% | +7.5% |
| 30D | +1.7% | +3.6% | -1.9% | -2.6% |
| 3M | -8.1% | +2.7% | -10.8% | -11.0% |
| 6M | +11.5% | +13.2% | -1.7% | -4.9% |
| YTD | +11.4% | +26.8% | -15.4% | -19.0% |
| 1Y | +14.1% | +29.3% | -15.2% | -18.9% |
| All | +14.1% | +30.1% | -16.0% | -18.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling