+6.6%
ITW vs INVH
-7.1%
+13.8%
-11.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.7% | +1.3% |
| 7D | -2.4% | -3.1% | +0.8% | -1.2% |
| 30D | -9.5% | -7.5% | -2.0% | -6.7% |
| 3M | +6.6% | -6.3% | +12.9% | +10.2% |
| All | +6.6% | -7.1% | +13.8% | +10.2% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling