+1,104.4%
IVZ vs PHM
+4,682.6%
-3,578.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.1% |
| 7D | +0.6% | -3.2% | +3.8% | +2.1% |
| 30D | +4.0% | -6.4% | +10.4% | +6.8% |
| 3M | +18.2% | +5.5% | +12.7% | +14.4% |
| 6M | +32.8% | -5.4% | +38.3% | +34.4% |
| YTD | +28.7% | +6.6% | +22.2% | +23.3% |
| 1Y | +55.4% | -8.8% | +64.2% | +58.5% |
| 3Y | +135.2% | +54.1% | +81.1% | +88.0% |
| 5Y | +64.2% | +144.5% | -80.3% | +5.5% |
| 10Y | +64.6% | +569.4% | -504.8% | -34.8% |
| All | +1,104.4% | +4,682.6% | -3,578.2% | +119.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling