+139.8%
IJR vs INVH
+75.4%
+64.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.6% |
| 7D | -2.2% | -3.0% | +0.8% | -0.7% |
| 30D | -4.6% | -7.5% | +2.9% | -0.9% |
| 3M | +0.2% | -5.5% | +5.8% | +2.8% |
| 6M | +14.7% | +11.7% | +3.0% | +7.9% |
| YTD | +18.9% | +1.3% | +17.5% | +17.0% |
| 1Y | +19.9% | -6.1% | +26.0% | +22.4% |
| 3Y | +53.0% | -9.8% | +62.8% | +57.5% |
| 5Y | +40.9% | -19.7% | +60.5% | +51.4% |
| All | +139.8% | +75.4% | +64.4% | +80.4% |
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