+1,135.5%
IJR vs PHM
+2,594.1%
-1,458.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.1% | -0.8% |
| 7D | -1.1% | -3.9% | +2.7% | +0.1% |
| 30D | -3.6% | -8.6% | +4.9% | -1.0% |
| 3M | +2.3% | -2.9% | +5.2% | +2.8% |
| 6M | +14.3% | -5.7% | +20.1% | +15.7% |
| YTD | +19.3% | +1.9% | +17.4% | +17.4% |
| 1Y | +22.6% | -12.3% | +34.9% | +26.2% |
| 3Y | +53.5% | +50.8% | +2.8% | +31.3% |
| 5Y | +39.9% | +157.3% | -117.4% | -0.7% |
| 10Y | +172.1% | +566.5% | -394.5% | +37.7% |
| All | +1,135.5% | +2,594.1% | -1,458.6% | +219.6% |
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