+154.3%
PHM vs IONS
+51.6%
+102.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.4% | -1.1% | -3.1% |
| 7D | -2.5% | -5.3% | +2.8% | -1.6% |
| 30D | -9.7% | +0.3% | -9.9% | -9.8% |
| 3M | +2.2% | -22.9% | +25.1% | +5.7% |
| 6M | -5.7% | -23.4% | +17.7% | -2.4% |
| YTD | +2.8% | -28.3% | +31.1% | +7.6% |
| 1Y | -14.4% | -7.0% | -7.4% | -14.9% |
| 3Y | +52.2% | +37.6% | +14.6% | +34.4% |
| 5Y | +154.3% | +53.4% | +100.9% | +110.2% |
| All | +154.3% | +51.6% | +102.7% | +110.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling