+339.9%
IGV vs INVH
+75.4%
+264.5%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | -2.9% | -3.0% | +0.1% | -1.6% |
| 30D | -1.5% | -7.5% | +6.0% | +1.8% |
| 3M | +11.7% | -5.5% | +17.2% | +14.2% |
| 6M | +18.4% | +11.7% | +6.7% | +11.9% |
| YTD | -3.9% | +1.3% | -5.3% | -5.6% |
| 1Y | -9.7% | -6.1% | -3.6% | -8.3% |
| 3Y | +38.4% | -9.8% | +48.2% | +40.5% |
| 5Y | +21.6% | -19.7% | +41.3% | +29.2% |
| All | +339.9% | +75.4% | +264.5% | +244.9% |
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 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