+8,256.6%
PHM vs IONS
+162.2%
+8,094.4%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -9.1% | +5.2% | -2.7% |
| 7D | +2.9% | -30.3% | +33.2% | +7.5% |
| 30D | +16.5% | -37.7% | +54.2% | +23.4% |
| 3M | +0.6% | -50.5% | +51.1% | +9.8% |
| 6M | +11.6% | -62.8% | +74.3% | +25.6% |
| YTD | +12.1% | -64.4% | +76.5% | +26.8% |
| 1Y | +9.6% | -59.5% | +69.1% | +21.7% |
| 3Y | +62.3% | -39.2% | +101.5% | +66.7% |
| 5Y | +170.4% | -15.3% | +185.7% | +161.6% |
| 10Y | +683.0% | -31.2% | +714.2% | +641.5% |
| All | +8,256.6% | +162.2% | +8,094.4% | +4,739.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling