+45.7%
IONQ vs INVH
-21.7%
+67.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.8% | -7.2% | -7.0% |
| 7D | -11.5% | -0.9% | -10.5% | -10.8% |
| 30D | -8.1% | +1.2% | -9.3% | -9.5% |
| 3M | -35.8% | -10.4% | -25.4% | -31.0% |
| 6M | -47.7% | -3.6% | -44.1% | -48.0% |
| YTD | -35.6% | -0.1% | -35.5% | -38.1% |
| 1Y | -36.4% | -0.7% | -35.7% | -39.1% |
| 3Y | +150.0% | -4.6% | +154.6% | +134.9% |
| All | +45.7% | -21.7% | +67.4% | +76.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling