+305.7%
IBN vs INVH
+79.4%
+226.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.7% |
| 7D | -5.1% | -2.3% | -2.8% | -4.2% |
| 30D | -3.5% | -5.7% | +2.2% | -1.4% |
| 3M | +11.3% | -4.5% | +15.8% | +13.1% |
| 6M | +4.4% | +11.0% | -6.5% | -0.1% |
| YTD | -1.8% | +3.7% | -5.5% | -3.8% |
| 1Y | -8.0% | -2.8% | -5.1% | -7.7% |
| 3Y | +27.1% | -7.1% | +34.2% | +27.4% |
| 5Y | +54.5% | -19.4% | +73.9% | +62.1% |
| All | +305.7% | +79.4% | +226.3% | +216.9% |
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 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