+138.3%
PH vs IWF
+68.4%
+69.9%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.3% | -1.5% | -1.0% |
| 7D | +6.9% | -1.1% | +8.0% | +7.6% |
| 30D | +1.7% | -8.3% | +9.9% | +8.7% |
| 3M | -8.1% | -5.6% | -2.6% | -4.1% |
| 6M | +11.5% | -5.4% | +16.9% | +15.5% |
| YTD | +11.4% | -1.2% | +12.5% | +10.6% |
| 1Y | +14.1% | -2.7% | +16.7% | +14.9% |
| All | +138.3% | +68.4% | +69.9% | +49.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling