+64.4%
IBIT vs INVH
-11.0%
+75.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | -3.2% | -3.0% | -0.2% | -2.5% |
| 30D | +22.0% | -7.5% | +29.5% | +24.4% |
| 3M | +21.4% | -5.5% | +26.9% | +22.9% |
| 6M | +9.2% | +11.7% | -2.5% | +4.1% |
| YTD | -11.8% | +1.3% | -13.2% | -13.0% |
| 1Y | -32.7% | -6.1% | -26.6% | -31.1% |
| All | +64.4% | -11.0% | +75.3% | +70.3% |
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