+49.0%
IVZ vs PHM
+700.3%
-651.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.0% | +1.0% |
| 7D | -2.4% | +6.2% | -8.7% | -5.5% |
| 30D | -11.2% | +17.9% | -29.2% | -18.6% |
| 3M | -14.0% | +2.5% | -16.5% | -15.7% |
| 6M | +0.5% | +10.8% | -10.3% | -6.4% |
| YTD | +5.4% | +13.7% | -8.3% | -3.8% |
| 1Y | +19.5% | +12.4% | +7.1% | +9.3% |
| 3Y | +128.7% | +65.6% | +63.1% | +66.0% |
| 5Y | +28.8% | +175.3% | -146.6% | -30.9% |
| All | +49.0% | +700.3% | -651.3% | -49.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling