+88.6%
INDA vs INVH
+75.4%
+13.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.0% | +1.0% |
| 7D | -2.7% | -3.0% | +0.3% | -1.7% |
| 30D | -2.8% | -7.5% | +4.8% | -0.2% |
| 3M | +1.6% | -5.5% | +7.2% | +3.4% |
| 6M | -1.4% | +11.7% | -13.1% | -5.5% |
| YTD | -10.1% | +1.3% | -11.5% | -11.2% |
| 1Y | -8.8% | -6.1% | -2.7% | -7.5% |
| 3Y | +7.6% | -9.8% | +17.4% | +8.7% |
| 5Y | +5.8% | -19.7% | +25.5% | +9.8% |
| All | +88.6% | +75.4% | +13.2% | +44.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling