-9.7%
IP vs PHM
+180.8%
-190.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.6% | +0.3% | +1.9% |
| 7D | -3.0% | +3.5% | -6.5% | -4.4% |
| 30D | +10.6% | +21.2% | -10.6% | +2.4% |
| 3M | -13.6% | +2.5% | -16.0% | -14.6% |
| 6M | +10.4% | +16.1% | -5.7% | +4.4% |
| YTD | -6.5% | +16.6% | -23.1% | -11.8% |
| 1Y | -2.1% | +14.4% | -16.6% | -7.1% |
| 3Y | +22.0% | +71.9% | -49.9% | -2.7% |
| 5Y | -9.7% | +174.3% | -184.1% | -43.0% |
| All | -9.7% | +180.8% | -190.5% | -43.0% |
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