+357.7%
IGV vs PHM
+568.1%
-210.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | -0.1% |
| 7D | -2.9% | -5.0% | +2.1% | -1.5% |
| 30D | -1.5% | -8.4% | +6.9% | +0.9% |
| 3M | +11.7% | -4.4% | +16.1% | +12.6% |
| 6M | +18.4% | -3.7% | +22.2% | +18.4% |
| YTD | -3.9% | +1.3% | -5.2% | -6.0% |
| 1Y | -9.7% | -14.0% | +4.4% | -7.4% |
| 3Y | +38.4% | +48.1% | -9.7% | +14.5% |
| 5Y | +21.6% | +158.8% | -137.2% | -18.5% |
| All | +357.7% | +568.1% | -210.4% | +128.5% |
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