-12.4%
IP vs INVH
-21.1%
+8.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.5% | +1.5% |
| 7D | -5.1% | +2.0% | -7.1% | -5.8% |
| 30D | +8.5% | +4.8% | +3.7% | +6.5% |
| 3M | -13.8% | -9.8% | -4.1% | -10.4% |
| 6M | +5.7% | -3.7% | +9.4% | +7.2% |
| YTD | -9.1% | +0.8% | -10.0% | -9.7% |
| 1Y | -0.8% | +1.9% | -2.7% | -1.9% |
| 3Y | +14.8% | -4.3% | +19.1% | +13.8% |
| All | -12.4% | -21.1% | +8.8% | -8.2% |
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 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