+26.5%
IP vs PHM
+700.3%
-673.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.0% | +2.8% | +1.6% |
| 7D | -5.1% | +6.2% | -11.3% | -7.3% |
| 30D | +8.5% | +17.9% | -9.4% | +1.7% |
| 3M | -13.8% | +2.5% | -16.3% | -14.8% |
| 6M | +5.7% | +10.8% | -5.1% | +1.8% |
| YTD | -9.1% | +13.7% | -22.8% | -13.5% |
| 1Y | -0.8% | +12.4% | -13.2% | -5.1% |
| 3Y | +14.8% | +65.6% | -50.8% | -7.6% |
| 5Y | -11.5% | +175.3% | -186.9% | -43.2% |
| All | +26.5% | +700.3% | -673.8% | -46.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling