+24.4%
IOT vs PHM
+49.3%
-24.9%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.7% | -0.7% |
| 7D | -4.5% | -5.0% | +0.4% | -2.8% |
| 30D | -2.4% | -8.4% | +6.0% | +0.6% |
| 3M | +19.0% | -4.4% | +23.4% | +20.4% |
| 6M | +19.6% | -3.7% | +23.4% | +19.6% |
| YTD | +8.3% | +1.3% | +7.0% | +4.0% |
| 1Y | -0.8% | -14.0% | +13.2% | +3.3% |
| 3Y | +24.4% | +48.1% | -23.7% | -21.7% |
| All | +24.4% | +49.3% | -24.9% | -21.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling