+27.4%
IVZ vs PHM
+175.2%
-147.9%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -18.7% |
| 3M | -14.0% | +2.5% | -16.5% | -15.7% |
| 6M | +0.5% | +10.8% | -10.3% | -6.6% |
| YTD | +5.4% | +13.7% | -8.3% | -4.2% |
| 1Y | +19.5% | +12.4% | +7.1% | +8.9% |
| 3Y | +128.7% | +65.6% | +63.1% | +59.0% |
| All | +27.4% | +175.2% | -147.9% | -42.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling