+2.4%
IQV vs PHM
+156.2%
-153.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | +0.1% | +1.1% |
| 7D | -2.2% | -5.0% | +2.7% | -0.2% |
| 30D | +8.3% | -8.4% | +16.7% | +12.2% |
| 3M | +44.6% | -4.4% | +49.0% | +47.0% |
| 6M | +52.6% | -3.7% | +56.3% | +53.7% |
| YTD | +16.1% | +1.3% | +14.8% | +13.5% |
| 1Y | +37.3% | -14.0% | +51.3% | +43.7% |
| 3Y | +21.6% | +48.1% | -26.6% | -3.2% |
| All | +2.4% | +156.2% | -153.7% | -38.5% |
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