+4,825.3%
PH vs IWD
+728.9%
+4,096.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.4% | +3.2% | +3.3% |
| 7D | +2.0% | -0.5% | +2.5% | +2.3% |
| 30D | -3.7% | +2.7% | -6.3% | -7.0% |
| 3M | -14.0% | +0.9% | -14.9% | -15.2% |
| 6M | +2.1% | +10.5% | -8.4% | -10.1% |
| YTD | +5.1% | +23.7% | -18.6% | -19.4% |
| 1Y | +10.9% | +28.7% | -17.8% | -19.0% |
| 3Y | +132.9% | +79.7% | +53.2% | +15.4% |
| 5Y | +200.1% | +69.7% | +130.4% | +62.3% |
| 10Y | +783.8% | +211.4% | +572.4% | +152.6% |
| All | +4,825.3% | +728.9% | +4,096.3% | +408.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling