+9.3%
IEF vs INVH
+75.5%
-66.2%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.4% | -0.8% |
| 7D | -1.2% | -3.1% | +1.9% | -1.2% |
| 30D | -1.5% | -7.5% | +6.0% | -1.4% |
| 3M | -1.7% | -6.3% | +4.6% | -1.6% |
| 6M | -3.5% | +9.4% | -13.0% | -3.6% |
| YTD | -2.6% | +1.4% | -4.0% | -2.7% |
| 1Y | -2.4% | -4.1% | +1.7% | -2.4% |
| 3Y | +8.9% | -9.2% | +18.1% | +8.9% |
| 5Y | -9.2% | -19.6% | +10.4% | -9.6% |
| All | +9.3% | +75.5% | -66.2% | +10.3% |
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 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