+5,065.7%
PH vs IWD
+726.5%
+4,339.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | +0.6% |
| 7D | -3.1% | -0.3% | -2.8% | -2.7% |
| 30D | -3.2% | +0.6% | -3.8% | -4.0% |
| 3M | +10.6% | +7.2% | +3.4% | +1.4% |
| 6M | -2.1% | +16.2% | -18.3% | -18.7% |
| YTD | +10.2% | +23.3% | -13.1% | -14.9% |
| 1Y | +28.2% | +29.6% | -1.3% | -6.8% |
| 3Y | +134.9% | +70.5% | +64.4% | +24.7% |
| 5Y | +253.6% | +73.5% | +180.2% | +87.0% |
| 10Y | +804.7% | +198.3% | +606.4% | +172.4% |
| All | +5,065.7% | +726.5% | +4,339.2% | +436.5% |
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 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