+76.2%
INVH vs IAG
+345.3%
-269.0%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.1% |
| 7D | -3.0% | -1.1% | -1.9% | -2.9% |
| 30D | -7.5% | +12.1% | -19.6% | -8.1% |
| 3M | -5.5% | +25.5% | -31.1% | -6.9% |
| 6M | +11.7% | -7.1% | +18.8% | +11.6% |
| YTD | +1.3% | +22.9% | -21.5% | -0.7% |
| 1Y | -6.1% | +83.3% | -89.4% | -10.4% |
| 3Y | -9.8% | +808.5% | -818.3% | -23.4% |
| 5Y | -19.7% | +838.0% | -857.6% | -33.4% |
| All | +76.2% | +345.3% | -269.0% | +44.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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