+28.2%
PH vs IWF
+10.9%
+17.3%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -3.1% | +0.5% | -3.6% | -3.3% |
| 30D | -3.2% | -0.4% | -2.9% | -3.1% |
| 3M | +10.6% | -2.6% | +13.2% | +11.6% |
| 6M | -2.1% | +9.1% | -11.3% | -8.0% |
| YTD | +10.2% | +4.5% | +5.7% | +5.2% |
| 1Y | +28.2% | +10.1% | +18.1% | +15.6% |
| All | +28.2% | +10.9% | +17.3% | +15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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