+264.9%
ICE vs PHM
+670.5%
-405.7%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.3% |
| 7D | +3.6% | -4.1% | +7.8% | +4.6% |
| 30D | +15.1% | +16.1% | -1.1% | +11.1% |
| 3M | +15.4% | -2.5% | +17.9% | +15.7% |
| 6M | +16.1% | +12.9% | +3.2% | +12.1% |
| YTD | +11.4% | +9.0% | +2.3% | +7.6% |
| 1Y | +18.5% | +8.2% | +10.3% | +14.6% |
| 3Y | +70.5% | +58.4% | +12.1% | +45.7% |
| 5Y | +40.9% | +159.2% | -118.3% | +2.8% |
| All | +264.9% | +670.5% | -405.7% | +100.4% |
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