+251.1%
PH vs IWF
+72.9%
+178.2%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.3% |
| 7D | 0.0% | +0.5% | -0.5% | -0.4% |
| 30D | -10.3% | -1.4% | -8.9% | -9.3% |
| 3M | +5.1% | +0.4% | +4.6% | +4.2% |
| 6M | +2.3% | +8.5% | -6.2% | -5.2% |
| YTD | +8.7% | +3.7% | +5.0% | +4.4% |
| 1Y | +26.8% | +8.5% | +18.3% | +16.7% |
| 3Y | +139.2% | +78.5% | +60.7% | +45.4% |
| 5Y | +251.1% | +73.6% | +177.5% | +113.4% |
| All | +251.1% | +72.9% | +178.2% | +113.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling