+5,065.7%
PH vs IWF
+727.1%
+4,338.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -3.1% | +0.5% | -3.6% | -3.6% |
| 30D | -3.2% | -0.4% | -2.9% | -3.0% |
| 3M | +10.6% | -2.6% | +13.2% | +12.7% |
| 6M | -2.1% | +9.1% | -11.3% | -11.4% |
| YTD | +10.2% | +4.5% | +5.7% | +3.9% |
| 1Y | +28.2% | +10.1% | +18.1% | +14.2% |
| 3Y | +134.9% | +77.6% | +57.2% | +27.8% |
| 5Y | +253.6% | +73.7% | +179.9% | +92.2% |
| 10Y | +804.7% | +411.5% | +393.2% | +59.7% |
| All | +5,065.7% | +727.1% | +4,338.6% | +340.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling