+37.0%
IVZ vs PHM
+158.6%
-121.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.1% | +2.3% | +2.3% |
| 7D | +7.6% | -4.1% | +11.7% | +9.9% |
| 30D | +4.3% | +16.1% | -11.8% | -3.8% |
| 3M | -9.3% | -2.5% | -6.8% | -8.8% |
| 6M | +5.2% | +12.9% | -7.7% | -3.2% |
| YTD | +13.4% | +9.0% | +4.4% | +5.2% |
| 1Y | +25.4% | +8.2% | +17.2% | +16.4% |
| 3Y | +152.5% | +58.4% | +94.1% | +79.1% |
| All | +37.0% | +158.6% | -121.7% | -37.8% |
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 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