+75.1%
IWF vs INVH
-20.2%
+95.2%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | -0.9% | -3.0% | +2.1% | +0.2% |
| 30D | -1.7% | -7.5% | +5.8% | +1.0% |
| 3M | +0.7% | -5.5% | +6.2% | +2.4% |
| 6M | +8.6% | +11.7% | -3.1% | +3.1% |
| YTD | +3.5% | +1.3% | +2.2% | +1.9% |
| 1Y | +7.0% | -6.1% | +13.1% | +8.6% |
| 3Y | +76.3% | -9.8% | +86.1% | +78.4% |
| All | +75.1% | -20.2% | +95.2% | +90.0% |
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