-17.5%
IP vs INVH
-19.3%
+1.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.8% |
| 7D | +0.1% | -3.1% | +3.2% | +1.3% |
| 30D | -11.2% | -7.1% | -4.2% | -8.7% |
| 3M | +12.3% | -3.0% | +15.3% | +13.6% |
| 6M | -5.2% | +10.1% | -15.3% | -8.9% |
| YTD | -4.0% | +3.8% | -7.8% | -5.6% |
| 1Y | -19.2% | -2.1% | -17.1% | -18.9% |
| 3Y | +20.3% | -7.0% | +27.3% | +20.9% |
| 5Y | -17.5% | -20.6% | +3.1% | -13.1% |
| All | -17.5% | -19.3% | +1.9% | -13.1% |
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 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