+27.8%
IONS vs INVH
+79.7%
-51.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.6% | -1.8% | -2.2% |
| 7D | -5.3% | -3.1% | -2.2% | -4.2% |
| 30D | +0.3% | -7.1% | +7.3% | +2.8% |
| 3M | -22.9% | -3.0% | -19.9% | -22.1% |
| 6M | -23.4% | +10.1% | -33.5% | -26.1% |
| YTD | -28.3% | +3.8% | -32.2% | -29.6% |
| 1Y | -7.0% | -2.1% | -4.9% | -6.9% |
| 3Y | +37.6% | -7.0% | +44.6% | +38.2% |
| 5Y | +53.4% | -20.6% | +74.0% | +62.0% |
| All | +27.8% | +79.7% | -51.9% | -7.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling