+39.8%
IJR vs PHM
+156.2%
-116.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | -0.1% |
| 7D | -2.2% | -5.0% | +2.8% | -0.2% |
| 30D | -4.6% | -8.4% | +3.8% | -1.3% |
| 3M | +0.2% | -4.4% | +4.7% | +1.4% |
| 6M | +14.7% | -3.7% | +18.5% | +15.2% |
| YTD | +18.9% | +1.3% | +17.6% | +16.4% |
| 1Y | +19.9% | -14.0% | +34.0% | +25.2% |
| 3Y | +53.0% | +48.1% | +4.9% | +23.1% |
| All | +39.8% | +156.2% | -116.4% | -15.9% |
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