-12.3%
IP vs PHM
+185.6%
-197.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.6% | -3.4% | -3.7% |
| 7D | -5.0% | +8.7% | -13.6% | -8.1% |
| 30D | +6.5% | +16.4% | -9.9% | +0.2% |
| 3M | -18.0% | +1.8% | -19.9% | -18.8% |
| 6M | +10.3% | +15.1% | -4.7% | +4.7% |
| YTD | -9.9% | +16.0% | -25.9% | -14.8% |
| 1Y | -1.1% | +14.1% | -15.2% | -5.9% |
| 3Y | +13.0% | +65.9% | -52.9% | -8.7% |
| 5Y | -12.3% | +180.9% | -193.1% | -44.7% |
| All | -12.3% | +185.6% | -197.9% | -44.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling