+123.2%
IAU vs PHM
+47.0%
+76.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.1% | +0.4% | -1.6% |
| 7D | -3.4% | -6.4% | +3.0% | -2.9% |
| 30D | -1.1% | -12.1% | +11.0% | -0.2% |
| 3M | +5.8% | -1.5% | +7.4% | +5.8% |
| 6M | -16.9% | -6.0% | -10.9% | -16.8% |
| YTD | +0.1% | -0.3% | +0.4% | +0.1% |
| 1Y | +18.4% | -13.3% | +31.7% | +19.0% |
| All | +123.2% | +47.0% | +76.2% | +117.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 PHM 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