+14.6%
IOVA vs INVH
+75.5%
-60.8%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.2% | -1.2% | -2.1% |
| 7D | -6.4% | -3.1% | -3.3% | -4.6% |
| 30D | +25.4% | -7.5% | +32.9% | +31.4% |
| 3M | +115.3% | -6.3% | +121.6% | +122.5% |
| 6M | +56.5% | +9.4% | +47.1% | +47.0% |
| YTD | +198.2% | +1.4% | +196.8% | +190.4% |
| 1Y | +242.0% | -4.1% | +246.1% | +244.5% |
| 3Y | +36.8% | -9.2% | +46.0% | +43.4% |
| 5Y | -64.3% | -19.6% | -44.6% | -61.0% |
| All | +14.6% | +75.5% | -60.8% | -17.5% |
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