+22.9%
IP vs PHM
+568.8%
-545.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.1% | +2.1% | +2.2% |
| 7D | -5.3% | -3.2% | -2.1% | -4.1% |
| 30D | -10.9% | -6.4% | -4.4% | -8.5% |
| 3M | +11.2% | +5.5% | +5.7% | +9.3% |
| 6M | -10.2% | -5.4% | -4.8% | -8.2% |
| YTD | -2.0% | +6.6% | -8.6% | -4.1% |
| 1Y | -19.1% | -8.8% | -10.3% | -16.5% |
| 3Y | +20.9% | +54.1% | -33.3% | -0.2% |
| 5Y | -17.8% | +144.5% | -162.3% | -44.9% |
| All | +22.9% | +568.8% | -545.8% | -46.7% |
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 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