+21.0%
ITW vs INVH
-9.7%
+30.7%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | -0.7% | -3.0% | +2.3% | +0.4% |
| 30D | -8.3% | -7.5% | -0.8% | -5.7% |
| 3M | +6.0% | -5.5% | +11.6% | +8.2% |
| 6M | 0.0% | +11.7% | -11.7% | -4.3% |
| YTD | +10.2% | +1.3% | +8.9% | +9.3% |
| 1Y | +3.2% | -6.1% | +9.3% | +5.2% |
| 3Y | +21.0% | -9.8% | +30.7% | +23.6% |
| All | +21.0% | -9.7% | +30.7% | +23.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling