+204.6%
ICE vs INVH
+75.4%
+129.2%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.1% |
| 7D | -2.4% | -3.0% | +0.6% | -1.2% |
| 30D | +4.0% | -7.5% | +11.5% | +7.4% |
| 3M | +13.7% | -5.5% | +19.2% | +16.1% |
| 6M | +0.9% | +11.7% | -10.8% | -4.0% |
| YTD | -2.1% | +1.3% | -3.5% | -3.3% |
| 1Y | -9.5% | -6.1% | -3.4% | -7.8% |
| 3Y | +42.1% | -9.8% | +51.8% | +45.0% |
| 5Y | +41.4% | -19.7% | +61.1% | +49.5% |
| All | +204.6% | +75.4% | +129.2% | +158.7% |
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