+62.8%
IVZ vs INVH
-19.3%
+82.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.6% | -1.8% |
| 7D | +1.1% | -3.1% | +4.2% | +3.0% |
| 30D | +3.1% | -7.1% | +10.2% | +7.7% |
| 3M | +18.2% | -3.0% | +21.1% | +19.5% |
| 6M | +38.6% | +10.1% | +28.5% | +28.8% |
| YTD | +25.9% | +3.8% | +22.1% | +21.1% |
| 1Y | +51.7% | -2.1% | +53.8% | +51.1% |
| 3Y | +138.7% | -7.0% | +145.7% | +142.5% |
| 5Y | +62.8% | -20.6% | +83.4% | +77.0% |
| All | +62.8% | -19.3% | +82.1% | +77.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling