+953.6%
IGV vs PHM
+1,269.0%
-315.4%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.5% | +1.7% | -0.9% |
| 7D | -3.3% | -2.5% | -0.8% | -2.7% |
| 30D | 0.0% | -9.7% | +9.6% | +2.6% |
| 3M | +7.3% | +2.2% | +5.1% | +6.2% |
| 6M | +16.7% | -5.7% | +22.4% | +17.4% |
| YTD | -2.8% | +2.8% | -5.7% | -5.0% |
| 1Y | -6.7% | -14.4% | +7.7% | -4.5% |
| 3Y | +41.1% | +52.2% | -11.1% | +20.3% |
| 5Y | +22.0% | +154.3% | -132.3% | -10.7% |
| 10Y | +357.9% | +545.9% | -187.9% | +146.3% |
| All | +953.6% | +1,269.0% | -315.4% | +124.2% |
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