+135.7%
IEMG vs INVH
+75.4%
+60.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.2% |
| 7D | -1.3% | -3.0% | +1.7% | -0.4% |
| 30D | +1.9% | -7.5% | +9.4% | +4.3% |
| 3M | +1.4% | -5.5% | +6.9% | +2.9% |
| 6M | +15.2% | +11.7% | +3.5% | +10.4% |
| YTD | +23.8% | +1.3% | +22.5% | +22.2% |
| 1Y | +30.7% | -6.1% | +36.7% | +32.0% |
| 3Y | +83.3% | -9.8% | +93.0% | +85.0% |
| 5Y | +48.8% | -19.7% | +68.4% | +54.0% |
| All | +135.7% | +75.4% | +60.4% | +90.6% |
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