+938.5%
IGV vs PHM
+1,351.3%
-412.8%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.3% | -0.3% |
| 7D | +2.3% | -4.1% | +6.5% | +3.5% |
| 30D | -6.0% | +16.1% | -22.2% | -10.0% |
| 3M | -4.8% | -2.5% | -2.3% | -4.6% |
| 6M | +14.2% | +12.9% | +1.3% | +9.5% |
| YTD | -4.2% | +9.0% | -13.3% | -8.2% |
| 1Y | -5.3% | +8.2% | -13.4% | -9.2% |
| 3Y | +38.8% | +58.4% | -19.7% | +16.7% |
| 5Y | +14.2% | +159.2% | -145.0% | -17.1% |
| 10Y | +357.6% | +676.9% | -319.3% | +133.9% |
| All | +938.5% | +1,351.3% | -412.8% | +116.6% |
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