+154.3%
PHM vs IOVA
-63.5%
+217.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.0% | -2.5% | -3.4% |
| 7D | -2.5% | +5.1% | -7.6% | -2.9% |
| 30D | -9.7% | +37.2% | -46.9% | -12.4% |
| 3M | +2.2% | +117.5% | -115.3% | -6.2% |
| 6M | -5.7% | +69.6% | -75.3% | -12.1% |
| YTD | +2.8% | +218.7% | -215.8% | -11.1% |
| 1Y | -14.4% | +265.5% | -280.0% | -27.9% |
| 3Y | +52.2% | +46.2% | +6.0% | +28.5% |
| 5Y | +154.3% | -63.2% | +217.5% | +131.4% |
| All | +154.3% | -63.5% | +217.8% | +131.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling