+163.2%
PHM vs IOVA
-63.3%
+226.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | 0.0% |
| 7D | -4.1% | -3.5% | -0.7% | -3.9% |
| 30D | +16.1% | -45.4% | +61.5% | +20.4% |
| 3M | -2.5% | +19.0% | -21.5% | -6.3% |
| 6M | +12.9% | +112.0% | -99.1% | +1.2% |
| YTD | +9.0% | +184.2% | -175.2% | -6.8% |
| 1Y | +8.2% | +222.0% | -213.8% | -9.2% |
| 3Y | +58.4% | +92.6% | -34.1% | +27.9% |
| All | +163.2% | -63.3% | +226.5% | +131.5% |
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