+566.5%
PHM vs IONS
+84.6%
+482.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.7% |
| 7D | -3.9% | -8.7% | +4.8% | -2.3% |
| 30D | -8.6% | -1.6% | -6.9% | -8.4% |
| 3M | -2.9% | -24.9% | +22.0% | +1.1% |
| 6M | -5.7% | -25.7% | +20.0% | -1.7% |
| YTD | +1.9% | -29.2% | +31.0% | +6.9% |
| 1Y | -12.3% | -13.0% | +0.7% | -11.5% |
| 3Y | +50.8% | +35.9% | +14.8% | +35.0% |
| 5Y | +157.3% | +54.5% | +102.8% | +119.8% |
| 10Y | +566.5% | +93.1% | +473.4% | +469.7% |
| All | +566.5% | +84.6% | +482.0% | +469.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IONS.
Daily Out/Under-Performance
Portfolio return minus IONS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IONS 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 IONS 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