+50.5%
IVZ vs PHM
+746.3%
-695.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.6% | +4.2% | +5.5% |
| 7D | +4.1% | +3.5% | +0.6% | +2.3% |
| 30D | -2.0% | +21.2% | -23.2% | -11.4% |
| 3M | -7.8% | +2.5% | -10.3% | -9.6% |
| 6M | +6.3% | +16.1% | -9.8% | -3.2% |
| YTD | +12.6% | +16.6% | -4.1% | +1.4% |
| 1Y | +27.6% | +14.4% | +13.2% | +15.8% |
| 3Y | +154.0% | +71.9% | +82.2% | +80.9% |
| 5Y | +37.3% | +174.3% | -137.0% | -26.3% |
| 10Y | +50.5% | +744.0% | -693.5% | -52.1% |
| All | +50.5% | +746.3% | -695.8% | -52.1% |
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 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