+202.9%
ICE vs INVH
+79.4%
+123.4%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.7% |
| 7D | -0.9% | -2.3% | +1.4% | +0.1% |
| 30D | +4.0% | -5.7% | +9.7% | +6.5% |
| 3M | +11.0% | -4.5% | +15.4% | +12.8% |
| 6M | -5.0% | +11.0% | -15.9% | -9.4% |
| YTD | -2.7% | +3.7% | -6.4% | -4.8% |
| 1Y | -8.6% | -2.8% | -5.8% | -8.2% |
| 3Y | +41.4% | -7.1% | +48.5% | +42.5% |
| 5Y | +39.9% | -19.4% | +59.3% | +47.8% |
| All | +202.9% | +79.4% | +123.4% | +154.8% |
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