+66.9%
IYR vs PHM
+568.1%
-501.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | +0.3% |
| 7D | -1.4% | -5.0% | +3.6% | +0.3% |
| 30D | -2.7% | -8.4% | +5.8% | +0.1% |
| 3M | -2.1% | -4.4% | +2.3% | -1.1% |
| 6M | +3.6% | -3.7% | +7.3% | +4.0% |
| YTD | +8.1% | +1.3% | +6.9% | +6.3% |
| 1Y | +4.7% | -14.0% | +18.8% | +8.4% |
| 3Y | +29.1% | +48.1% | -19.0% | +7.9% |
| 5Y | +6.9% | +158.8% | -151.9% | -28.8% |
| All | +66.9% | +568.1% | -501.2% | -19.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling