+776.1%
IVV vs PHM
+2,785.3%
-2,009.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | +0.1% | -3.2% | +3.3% | +0.9% |
| 30D | +0.1% | -6.4% | +6.5% | +1.6% |
| 3M | +2.0% | +5.5% | -3.5% | +0.3% |
| 6M | +13.0% | -5.4% | +18.5% | +13.8% |
| YTD | +13.6% | +6.6% | +7.0% | +10.8% |
| 1Y | +20.1% | -8.8% | +28.9% | +21.3% |
| 3Y | +77.6% | +54.1% | +23.5% | +54.2% |
| 5Y | +82.5% | +144.5% | -62.0% | +38.8% |
| 10Y | +316.5% | +569.4% | -252.9% | +136.4% |
| All | +776.1% | +2,785.3% | -2,009.1% | +171.3% |
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