+38.8%
IGV vs PHM
+59.3%
-20.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.3% | -0.3% |
| 7D | +2.3% | -4.1% | +6.5% | +2.9% |
| 30D | -6.0% | +16.1% | -22.2% | -7.9% |
| 3M | -4.8% | -2.5% | -2.3% | -4.6% |
| 6M | +14.2% | +12.9% | +1.3% | +11.9% |
| YTD | -4.2% | +9.0% | -13.3% | -6.5% |
| 1Y | -5.3% | +8.2% | -13.4% | -7.5% |
| 3Y | +38.8% | +58.4% | -19.7% | +18.2% |
| All | +38.8% | +59.3% | -20.5% | +18.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling