+7,845.7%
PHM vs IONS
+440.4%
+7,405.3%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | -3.2% | -4.8% | +1.7% | -2.6% |
| 30D | -6.4% | +7.2% | -13.6% | -7.4% |
| 3M | +5.5% | -22.7% | +28.2% | +8.4% |
| 6M | -5.4% | -26.9% | +21.4% | -2.1% |
| YTD | +6.6% | -26.6% | +33.2% | +10.1% |
| 1Y | -8.8% | -2.1% | -6.7% | -9.6% |
| 3Y | +54.1% | +43.4% | +10.7% | +41.7% |
| 5Y | +144.5% | +47.0% | +97.5% | +120.4% |
| 10Y | +569.4% | +97.2% | +472.2% | +451.2% |
| All | +7,845.7% | +440.4% | +7,405.3% | +4,104.1% |
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