+19.5%
IQV vs PHM
+47.0%
-27.5%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | +1.0% |
| 7D | -5.3% | -6.4% | +1.1% | -2.8% |
| 30D | +5.5% | -12.1% | +17.6% | +10.9% |
| 3M | +41.2% | -1.5% | +42.8% | +41.9% |
| 6M | +50.5% | -6.0% | +56.5% | +53.1% |
| YTD | +14.1% | -0.3% | +14.4% | +12.3% |
| 1Y | +39.9% | -13.3% | +53.3% | +46.0% |
| All | +19.5% | +47.0% | -27.5% | -11.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling