+249.1%
IAU vs INVH
+75.5%
+173.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.2% | +0.5% | -1.6% |
| 7D | -3.4% | -3.1% | -0.2% | -3.2% |
| 30D | -1.1% | -7.5% | +6.4% | -0.6% |
| 3M | +5.8% | -6.3% | +12.1% | +6.2% |
| 6M | -16.9% | +9.4% | -26.4% | -17.6% |
| YTD | +0.1% | +1.4% | -1.3% | -0.1% |
| 1Y | +18.4% | -4.1% | +22.5% | +18.5% |
| 3Y | +123.6% | -9.2% | +132.8% | +124.2% |
| 5Y | +138.7% | -19.6% | +158.4% | +140.2% |
| All | +249.1% | +75.5% | +173.6% | +239.5% |
Cumulative growth
Daily Returns
Daily percentage return beside INVH.
Daily Out/Under-Performance
Portfolio return minus INVH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INVH 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 INVH 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