+707.1%
IYR vs PHM
+2,753.8%
-2,046.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | +0.6% | -4.1% | +4.7% | +1.9% |
| 30D | +6.6% | +16.1% | -9.6% | +1.4% |
| 3M | -1.8% | -2.5% | +0.7% | -1.4% |
| 6M | +1.4% | +12.9% | -11.5% | -3.2% |
| YTD | +10.5% | +9.0% | +1.5% | +5.9% |
| 1Y | +10.6% | +8.2% | +2.5% | +6.1% |
| 3Y | +41.8% | +58.4% | -16.6% | +17.4% |
| 5Y | +6.0% | +159.2% | -153.1% | -27.1% |
| 10Y | +86.7% | +676.9% | -590.2% | -16.0% |
| All | +707.1% | +2,753.8% | -2,046.6% | +153.0% |
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