+1,737.7%
PHM vs IOVA
-91.6%
+1,829.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | +0.1% |
| 7D | -3.2% | +9.7% | -12.9% | -3.4% |
| 30D | -6.4% | +102.5% | -109.0% | -8.0% |
| 3M | +5.5% | +100.7% | -95.2% | +3.6% |
| 6M | -5.4% | +106.3% | -111.8% | -7.4% |
| YTD | +6.6% | +222.0% | -215.4% | +3.1% |
| 1Y | -8.8% | +299.5% | -308.4% | -12.4% |
| 3Y | +54.1% | +42.9% | +11.2% | +49.0% |
| 5Y | +144.5% | -65.0% | +209.5% | +138.8% |
| 10Y | +569.4% | +10.3% | +559.1% | +549.7% |
| All | +1,737.7% | -91.6% | +1,829.3% | +1,685.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling