-22.4%
IP vs INVH
-2.1%
-20.3%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.1% | -4.9% | -5.0% |
| 7D | -4.6% | -2.3% | -2.3% | -3.7% |
| 30D | -15.3% | -5.7% | -9.5% | -13.2% |
| 3M | +2.7% | -4.5% | +7.1% | +4.5% |
| 6M | -7.4% | +11.0% | -18.3% | -11.0% |
| YTD | -8.8% | +3.7% | -12.5% | -10.5% |
| 1Y | -22.4% | -2.8% | -19.6% | -20.4% |
| All | -22.4% | -2.1% | -20.3% | -20.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling