+5,039.3%
PH vs IWF
+670.6%
+4,368.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +1.1% |
| 7D | +4.3% | +2.8% | +1.5% | +1.5% |
| 30D | +0.1% | -7.5% | +7.7% | +8.0% |
| 3M | -9.4% | -8.5% | -0.9% | -1.4% |
| 6M | +8.8% | -7.4% | +16.2% | +15.9% |
| YTD | +9.6% | -2.6% | +12.3% | +10.5% |
| 1Y | +14.4% | -1.8% | +16.3% | +14.3% |
| 3Y | +134.5% | +65.5% | +69.1% | +36.4% |
| 5Y | +204.4% | +55.8% | +148.6% | +84.1% |
| 10Y | +697.3% | +384.9% | +312.4% | +47.7% |
| All | +5,039.3% | +670.6% | +4,368.7% | +368.2% |
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