+152.5%
IVZ vs INVH
-4.3%
+156.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.8% | +1.6% | +2.0% |
| 7D | +7.6% | -0.9% | +8.5% | +8.1% |
| 30D | +4.3% | +1.2% | +3.2% | +3.7% |
| 3M | -9.3% | -10.4% | +1.0% | -4.7% |
| 6M | +5.2% | -3.6% | +8.9% | +6.0% |
| YTD | +13.4% | -0.1% | +13.5% | +11.7% |
| 1Y | +25.4% | -0.7% | +26.0% | +23.7% |
| 3Y | +152.5% | -4.6% | +157.1% | +144.1% |
| All | +152.5% | -4.3% | +156.8% | +144.1% |
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