+6.3%
IP vs INVH
+80.8%
-74.5%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.4% | +2.3% |
| 7D | -5.3% | -2.9% | -2.4% | -4.0% |
| 30D | -10.9% | -6.9% | -3.9% | -7.8% |
| 3M | +11.2% | -2.7% | +13.9% | +12.5% |
| 6M | -10.2% | +8.2% | -18.4% | -13.7% |
| YTD | -2.0% | +4.5% | -6.4% | -4.3% |
| 1Y | -19.1% | -2.3% | -16.8% | -18.8% |
| 3Y | +20.9% | -7.3% | +28.1% | +21.9% |
| 5Y | -17.8% | -20.5% | +2.7% | -12.1% |
| All | +6.3% | +80.8% | -74.5% | -17.7% |
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