+696.1%
PH vs IWF
+389.3%
+306.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.2% | -1.2% |
| 7D | +7.4% | +5.3% | +2.1% | +2.3% |
| 30D | +0.5% | -8.6% | +9.1% | +9.0% |
| 3M | -10.2% | -6.5% | -3.7% | -4.7% |
| 6M | +8.9% | -5.6% | +14.6% | +13.7% |
| YTD | +9.7% | -1.5% | +11.2% | +9.4% |
| 1Y | +12.8% | -2.8% | +15.7% | +13.9% |
| 3Y | +134.6% | +67.1% | +67.4% | +37.5% |
| 5Y | +204.5% | +57.6% | +146.9% | +87.6% |
| All | +696.1% | +389.3% | +306.8% | +46.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling