+22.1%
IONS vs INVH
+75.4%
-53.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.1% | -2.5% | -2.6% |
| 7D | -6.7% | -3.0% | -3.7% | -5.7% |
| 30D | -4.1% | -7.5% | +3.4% | -1.5% |
| 3M | -26.6% | -5.5% | -21.0% | -25.1% |
| 6M | -27.5% | +11.7% | -39.2% | -30.4% |
| YTD | -31.5% | +1.3% | -32.8% | -32.2% |
| 1Y | -15.3% | -6.1% | -9.3% | -14.0% |
| 3Y | +31.3% | -9.8% | +41.1% | +33.3% |
| 5Y | +50.2% | -19.7% | +69.9% | +57.8% |
| All | +22.1% | +75.4% | -53.2% | -10.4% |
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 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