-4.6%
IP vs PHM
+7.4%
-12.0%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.4% | +1.4% |
| 7D | -0.3% | -4.1% | +3.8% | +2.5% |
| 30D | +7.9% | +16.1% | -8.2% | -3.5% |
| 3M | -15.3% | -2.5% | -12.8% | -14.1% |
| 6M | +10.5% | +12.9% | -2.4% | +1.5% |
| YTD | -9.4% | +9.0% | -18.4% | -17.4% |
| 1Y | -4.6% | +8.2% | -12.8% | -12.9% |
| All | -4.6% | +7.4% | -12.0% | -12.9% |
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