+21.2%
IGV vs PHM
+149.8%
-128.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | 0.0% |
| 7D | -5.4% | -6.4% | +1.0% | -3.5% |
| 30D | -2.6% | -12.1% | +9.5% | +1.2% |
| 3M | +10.5% | -1.5% | +12.1% | +10.3% |
| 6M | +18.2% | -6.0% | +24.2% | +19.0% |
| YTD | -4.2% | -0.3% | -3.9% | -6.3% |
| 1Y | -9.8% | -13.3% | +3.5% | -7.6% |
| 3Y | +39.1% | +47.6% | -8.5% | +6.1% |
| 5Y | +21.2% | +154.7% | -133.5% | -34.1% |
| All | +21.2% | +149.8% | -128.6% | -34.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling