+54.2%
IONS vs INVH
-21.2%
+75.4%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | 0.0% |
| 7D | -4.3% | -3.1% | -1.1% | -3.3% |
| 30D | +0.4% | -7.5% | +7.9% | +2.9% |
| 3M | -24.1% | -6.3% | -17.8% | -22.5% |
| 6M | -26.4% | +9.4% | -35.9% | -28.6% |
| YTD | -29.7% | +1.4% | -31.1% | -30.3% |
| 1Y | -13.0% | -4.1% | -8.9% | -12.2% |
| 3Y | +35.0% | -9.2% | +44.2% | +36.6% |
| 5Y | +54.2% | -19.6% | +73.8% | +70.4% |
| All | +54.2% | -21.2% | +75.4% | +70.4% |
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 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