+1,816.4%
PHM vs IOVA
-92.3%
+1,908.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -1.0% | -0.8% |
| 7D | -4.8% | -7.0% | +2.3% | -4.6% |
| 30D | +16.5% | -44.4% | +61.0% | +17.6% |
| 3M | -2.0% | +24.7% | -26.6% | -2.9% |
| 6M | +12.7% | +118.6% | -106.0% | +9.8% |
| YTD | +11.2% | +196.3% | -185.2% | +7.3% |
| 1Y | +7.7% | +205.3% | -197.5% | +3.8% |
| 3Y | +60.9% | +103.8% | -42.9% | +54.3% |
| 5Y | +167.7% | -65.6% | +233.3% | +160.7% |
| 10Y | +692.1% | +6.4% | +685.6% | +666.7% |
| All | +1,816.4% | -92.3% | +1,908.7% | +1,757.0% |
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