+128.7%
IVZ vs PHM
+64.3%
+64.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.0% | +0.9% |
| 7D | -2.4% | +6.2% | -8.7% | -5.1% |
| 30D | -11.2% | +17.9% | -29.2% | -17.7% |
| 3M | -14.0% | +2.5% | -16.5% | -15.4% |
| 6M | +0.5% | +10.8% | -10.3% | -5.8% |
| YTD | +5.4% | +13.7% | -8.3% | -3.3% |
| 1Y | +19.5% | +12.4% | +7.1% | +9.8% |
| 3Y | +128.7% | +65.6% | +63.1% | +39.8% |
| All | +128.7% | +64.3% | +64.4% | +39.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling