+76.2%
INVH vs IFF
-9.9%
+86.1%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.5% | +0.1% |
| 7D | -3.0% | -3.2% | +0.2% | -2.1% |
| 30D | -7.5% | -0.3% | -7.2% | -7.5% |
| 3M | -5.5% | +8.4% | -14.0% | -8.1% |
| 6M | +11.7% | +23.0% | -11.3% | +3.5% |
| YTD | +1.3% | +25.5% | -24.1% | -6.9% |
| 1Y | -6.1% | +29.1% | -35.1% | -14.7% |
| 3Y | -9.8% | +31.7% | -41.4% | -20.4% |
| 5Y | -19.7% | -35.2% | +15.5% | -12.9% |
| All | +76.2% | -9.9% | +86.1% | +69.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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