-14.6%
IP vs PHM
+160.8%
-175.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.0% | -0.1% | -1.3% |
| 7D | -0.9% | -6.1% | +5.2% | +1.6% |
| 30D | +6.7% | +13.7% | -7.0% | +1.2% |
| 3M | -16.6% | -1.5% | -15.0% | -16.3% |
| 6M | +6.0% | +11.3% | -5.3% | +2.0% |
| YTD | -10.7% | +8.9% | -19.6% | -13.5% |
| 1Y | -6.7% | +6.1% | -12.8% | -8.8% |
| 3Y | +17.1% | +57.7% | -40.5% | -3.6% |
| 5Y | -14.6% | +159.0% | -173.5% | -45.0% |
| All | -14.6% | +160.8% | -175.4% | -45.0% |
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