+6.5%
IYR vs PHM
+156.2%
-149.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | +0.3% |
| 7D | -1.4% | -5.0% | +3.6% | +0.2% |
| 30D | -2.7% | -8.4% | +5.8% | 0.0% |
| 3M | -2.1% | -4.4% | +2.3% | -1.2% |
| 6M | +3.6% | -3.7% | +7.3% | +3.9% |
| YTD | +8.1% | +1.3% | +6.9% | +6.2% |
| 1Y | +4.7% | -14.0% | +18.8% | +8.3% |
| 3Y | +29.1% | +48.1% | -19.0% | +7.1% |
| All | +6.5% | +156.2% | -149.7% | -30.7% |
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