+71.7%
IT vs INVH
+79.4%
-7.7%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.5% | -1.6% |
| 7D | -9.1% | -2.3% | -6.8% | -8.1% |
| 30D | -12.2% | -5.7% | -6.4% | -9.5% |
| 3M | +7.8% | -4.5% | +12.3% | +10.7% |
| 6M | +2.0% | +11.0% | -9.0% | -3.2% |
| YTD | -32.7% | +3.7% | -36.4% | -34.1% |
| 1Y | -31.1% | -2.8% | -28.3% | -30.4% |
| 3Y | -52.1% | -7.1% | -44.9% | -51.3% |
| 5Y | -46.3% | -19.4% | -26.8% | -41.8% |
| All | +71.7% | +79.4% | -7.7% | +32.8% |
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 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