-1.1%
IP vs INVH
+79.4%
-80.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.1% | -4.9% | -5.0% |
| 7D | -4.6% | -2.3% | -2.3% | -3.5% |
| 30D | -15.3% | -5.7% | -9.5% | -12.9% |
| 3M | +2.7% | -4.5% | +7.1% | +4.8% |
| 6M | -7.4% | +11.0% | -18.3% | -12.0% |
| YTD | -8.8% | +3.7% | -12.5% | -10.7% |
| 1Y | -22.4% | -2.8% | -19.6% | -21.9% |
| 3Y | +14.2% | -7.1% | +21.4% | +15.1% |
| 5Y | -21.8% | -19.4% | -2.4% | -16.9% |
| All | -1.1% | +79.4% | -80.6% | -23.2% |
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