+990.2%
IBKR vs PHM
+568.1%
+422.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.6% | +0.6% | +1.8% |
| 7D | -1.3% | -5.0% | +3.6% | -0.1% |
| 30D | -0.2% | -8.4% | +8.2% | +2.0% |
| 3M | +3.0% | -4.4% | +7.4% | +3.6% |
| 6M | +33.9% | -3.7% | +37.6% | +34.2% |
| YTD | +42.5% | +1.3% | +41.2% | +40.6% |
| 1Y | +44.9% | -14.0% | +58.9% | +48.7% |
| 3Y | +293.0% | +48.1% | +244.9% | +234.5% |
| 5Y | +497.7% | +158.8% | +338.9% | +315.5% |
| All | +990.2% | +568.1% | +422.1% | +416.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling