+699.9%
IYR vs PHM
+2,592.0%
-1,892.1%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.5% | +3.4% | +1.0% |
| 7D | -0.4% | -2.5% | +2.1% | +0.4% |
| 30D | -2.5% | -9.7% | +7.1% | +0.6% |
| 3M | +1.5% | +2.2% | -0.8% | +0.2% |
| 6M | +3.9% | -5.7% | +9.5% | +4.9% |
| YTD | +9.5% | +2.8% | +6.7% | +7.2% |
| 1Y | +7.5% | -14.4% | +21.9% | +11.2% |
| 3Y | +30.8% | +52.2% | -21.4% | +9.9% |
| 5Y | +4.8% | +154.3% | -149.5% | -27.5% |
| 10Y | +64.3% | +545.9% | -481.5% | -21.5% |
| All | +699.9% | +2,592.0% | -1,892.1% | +156.2% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling