+510.3%
IQV vs PHM
+512.8%
-2.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | +0.1% | -0.5% |
| 7D | -2.6% | -3.9% | +1.3% | -1.2% |
| 30D | +6.2% | -8.6% | +14.7% | +9.6% |
| 3M | +38.0% | -2.9% | +40.9% | +39.2% |
| 6M | +43.9% | -5.7% | +49.6% | +46.0% |
| YTD | +14.0% | +1.9% | +12.1% | +11.7% |
| 1Y | +35.5% | -12.3% | +47.8% | +40.0% |
| 3Y | +20.3% | +50.8% | -30.4% | -0.1% |
| 5Y | -1.6% | +157.3% | -158.9% | -34.4% |
| 10Y | +233.4% | +566.5% | -333.1% | +56.3% |
| All | +510.3% | +512.8% | -2.6% | +192.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling