+17.0%
IEFA vs INVH
+1.1%
+15.9%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.6% | -1.2% | +2.0% |
| 7D | +1.9% | +3.1% | -1.2% | +1.5% |
| 30D | +1.4% | +5.8% | -4.4% | +0.7% |
| 3M | -1.4% | -8.5% | +7.1% | -0.6% |
| 6M | +6.3% | -1.3% | +7.7% | +5.8% |
| YTD | +11.9% | +2.6% | +9.3% | +10.0% |
| 1Y | +17.0% | +0.7% | +16.3% | +15.9% |
| All | +17.0% | +1.1% | +15.9% | +15.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling