+8.7%
PHM vs IOVA
+235.3%
-226.6%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.1% | -2.8% | -3.9% |
| 7D | +2.9% | -8.5% | +11.4% | +2.7% |
| 30D | +16.5% | -44.7% | +61.2% | +15.3% |
| 3M | +0.6% | +26.2% | -25.6% | +0.4% |
| 6M | +11.6% | +123.2% | -111.6% | +11.8% |
| YTD | +12.1% | +196.0% | -183.9% | +17.7% |
| All | +8.7% | +235.3% | -226.6% | +15.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling