+140.8%
PH vs IWF
+79.6%
+61.2%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.4% |
| 7D | +0.4% | +1.5% | -1.1% | -0.8% |
| 30D | -10.8% | -1.3% | -9.5% | -9.9% |
| 3M | +8.5% | +0.1% | +8.3% | +7.9% |
| 6M | +3.9% | +10.3% | -6.3% | -5.6% |
| YTD | +9.4% | +4.2% | +5.3% | +4.4% |
| 1Y | +26.8% | +9.3% | +17.5% | +15.0% |
| 3Y | +140.8% | +79.3% | +61.5% | +33.6% |
| All | +140.8% | +79.6% | +61.2% | +33.6% |
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 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