+204.5%
PH vs IWD
+73.1%
+131.5%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.0% |
| 7D | +7.4% | +1.7% | +5.7% | +4.9% |
| 30D | +0.5% | +3.2% | -2.7% | -4.2% |
| 3M | -10.2% | +2.3% | -12.5% | -13.3% |
| 6M | +8.9% | +12.9% | -4.0% | -8.9% |
| YTD | +9.7% | +26.2% | -16.6% | -21.9% |
| 1Y | +12.8% | +28.3% | -15.4% | -21.4% |
| 3Y | +134.6% | +84.4% | +50.2% | +0.3% |
| 5Y | +204.5% | +73.0% | +131.6% | +44.5% |
| All | +204.5% | +73.1% | +131.5% | +44.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling