+178.1%
IWD vs INVH
+75.4%
+102.8%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.9% |
| 7D | -0.8% | -3.0% | +2.2% | +0.5% |
| 30D | -0.8% | -7.5% | +6.7% | +2.4% |
| 3M | +6.9% | -5.5% | +12.5% | +9.3% |
| 6M | +18.3% | +11.7% | +6.6% | +12.2% |
| YTD | +22.4% | +1.3% | +21.0% | +20.6% |
| 1Y | +27.4% | -6.1% | +33.5% | +29.6% |
| 3Y | +71.2% | -9.8% | +80.9% | +74.6% |
| 5Y | +75.7% | -19.7% | +95.4% | +85.9% |
| All | +178.1% | +75.4% | +102.8% | +113.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling