-2.8%
IP vs PHM
+10.2%
-13.0%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.9% | +2.8% | +1.5% |
| 7D | 0.0% | +2.9% | -2.9% | -2.2% |
| 30D | +9.4% | +16.5% | -7.1% | -2.3% |
| 3M | -14.1% | +0.6% | -14.7% | -14.7% |
| 6M | +9.2% | +11.6% | -2.4% | +0.8% |
| YTD | -7.5% | +12.1% | -19.6% | -17.3% |
| 1Y | -2.8% | +9.6% | -12.4% | -11.6% |
| All | -2.8% | +10.2% | -13.0% | -11.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling