+55.4%
IOT vs PHM
+128.1%
-72.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.7% | -1.0% |
| 7D | -4.5% | -5.0% | +0.4% | -1.8% |
| 30D | -2.4% | -8.4% | +6.0% | +2.2% |
| 3M | +19.0% | -4.4% | +23.4% | +20.9% |
| 6M | +19.6% | -3.7% | +23.4% | +19.0% |
| YTD | +8.3% | +1.3% | +7.0% | +2.3% |
| 1Y | -0.8% | -14.0% | +13.2% | +3.9% |
| 3Y | +24.4% | +48.1% | -23.7% | -19.6% |
| All | +55.4% | +128.1% | -72.7% | -35.2% |
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 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