+140.8%
IEMG vs PHM
+568.1%
-427.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.6% | -0.4% | +0.8% |
| 7D | -1.3% | -5.0% | +3.7% | -0.1% |
| 30D | +1.9% | -8.4% | +10.4% | +4.0% |
| 3M | +1.4% | -4.4% | +5.8% | +2.1% |
| 6M | +15.2% | -3.7% | +18.9% | +15.6% |
| YTD | +23.8% | +1.3% | +22.5% | +22.4% |
| 1Y | +30.7% | -14.0% | +44.7% | +34.0% |
| 3Y | +83.3% | +48.1% | +35.2% | +59.6% |
| 5Y | +48.8% | +158.8% | -110.0% | +8.6% |
| All | +140.8% | +568.1% | -427.3% | +33.5% |
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 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