+122.6%
IBB vs INVH
+75.4%
+47.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.2% |
| 7D | -4.2% | -3.0% | -1.2% | -3.2% |
| 30D | +1.1% | -7.5% | +8.6% | +4.0% |
| 3M | +19.0% | -5.5% | +24.6% | +21.3% |
| 6M | +18.9% | +11.7% | +7.2% | +13.7% |
| YTD | +20.3% | +1.3% | +19.0% | +18.9% |
| 1Y | +41.5% | -6.1% | +47.6% | +43.5% |
| 3Y | +60.3% | -9.8% | +70.0% | +63.2% |
| 5Y | +18.7% | -19.7% | +38.4% | +24.9% |
| All | +122.6% | +75.4% | +47.3% | +83.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling