+139.4%
IEMG vs PHM
+688.3%
-548.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.1% | -1.5% |
| 7D | -0.9% | -6.4% | +5.5% | +0.7% |
| 30D | +2.1% | -12.1% | +14.2% | +5.3% |
| 3M | +4.6% | -1.5% | +6.1% | +4.5% |
| 6M | +14.0% | -6.0% | +20.1% | +15.1% |
| YTD | +22.3% | -0.3% | +22.6% | +21.4% |
| 1Y | +30.7% | -13.3% | +44.0% | +33.8% |
| 3Y | +83.2% | +47.6% | +35.6% | +59.5% |
| 5Y | +47.0% | +154.7% | -107.8% | +7.6% |
| 10Y | +139.9% | +552.4% | -412.6% | +26.8% |
| All | +139.4% | +688.3% | -548.9% | +20.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling