+437.1%
IRM vs INVH
+75.4%
+361.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.1% | +2.1% |
| 7D | -1.4% | -3.0% | +1.6% | +0.3% |
| 30D | -7.4% | -7.5% | +0.1% | -3.3% |
| 3M | -7.4% | -5.5% | -1.8% | -4.7% |
| 6M | +8.7% | +11.7% | -3.0% | +1.4% |
| YTD | +40.9% | +1.3% | +39.6% | +38.1% |
| 1Y | +20.5% | -6.1% | +26.6% | +23.2% |
| 3Y | +101.7% | -9.8% | +111.5% | +108.4% |
| 5Y | +197.7% | -19.7% | +217.3% | +225.8% |
| All | +437.1% | +75.4% | +361.7% | +272.8% |
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