+698.8%
PHM vs IOVA
+7.0%
+691.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.1% | -2.8% | -3.8% |
| 7D | +2.9% | -8.5% | +11.4% | +3.7% |
| 30D | +16.5% | -44.7% | +61.2% | +21.4% |
| 3M | +0.6% | +26.2% | -25.6% | -4.1% |
| 6M | +11.6% | +123.2% | -111.6% | -1.5% |
| YTD | +12.1% | +196.0% | -183.9% | -5.8% |
| 1Y | +9.6% | +240.9% | -231.3% | -9.8% |
| 3Y | +62.3% | +103.5% | -41.3% | +28.3% |
| 5Y | +170.4% | -65.5% | +235.9% | +140.6% |
| All | +698.8% | +7.0% | +691.8% | +556.6% |
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