+566.5%
PHM vs IOVA
+4.5%
+562.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.1% | +2.2% | -0.6% |
| 7D | -3.9% | -2.2% | -1.7% | -3.6% |
| 30D | -8.6% | +31.7% | -40.3% | -11.3% |
| 3M | -2.9% | +117.3% | -120.2% | -11.8% |
| 6M | -5.7% | +55.8% | -61.5% | -12.1% |
| YTD | +1.9% | +208.8% | -206.9% | -12.8% |
| 1Y | -12.3% | +255.7% | -268.0% | -27.0% |
| 3Y | +50.8% | +41.7% | +9.1% | +26.0% |
| 5Y | +157.3% | -64.9% | +222.2% | +133.3% |
| 10Y | +566.5% | +6.3% | +560.2% | +456.8% |
| All | +566.5% | +4.5% | +562.1% | +456.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA 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 IOVA 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