-0.8%
IP vs PHM
+11.3%
-12.1%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.0% | +2.8% | +2.2% |
| 7D | -5.1% | +6.2% | -11.3% | -9.1% |
| 30D | +8.5% | +17.9% | -9.4% | -3.9% |
| 3M | -13.8% | +2.5% | -16.3% | -15.5% |
| 6M | +5.7% | +10.8% | -5.1% | -2.1% |
| YTD | -9.1% | +13.7% | -22.8% | -19.4% |
| 1Y | -0.8% | +12.4% | -13.2% | -11.3% |
| All | -0.8% | +11.3% | -12.1% | -11.3% |
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