+164.7%
ITW vs INVH
+75.4%
+89.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | -0.7% | -3.0% | +2.3% | +0.6% |
| 30D | -8.3% | -7.5% | -0.8% | -5.1% |
| 3M | +6.0% | -5.5% | +11.6% | +8.6% |
| 6M | 0.0% | +11.7% | -11.7% | -5.2% |
| YTD | +10.2% | +1.3% | +8.9% | +8.9% |
| 1Y | +3.2% | -6.1% | +9.3% | +5.4% |
| 3Y | +21.0% | -9.8% | +30.7% | +23.9% |
| 5Y | +37.9% | -19.7% | +57.6% | +46.6% |
| All | +164.7% | +75.4% | +89.3% | +99.3% |
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