+140.6%
IWM vs INVH
+75.4%
+65.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | -2.4% | -3.0% | +0.6% | -0.9% |
| 30D | -4.6% | -7.5% | +3.0% | -0.9% |
| 3M | -0.3% | -5.5% | +5.2% | +2.2% |
| 6M | +14.7% | +11.7% | +3.0% | +7.8% |
| YTD | +17.8% | +1.3% | +16.5% | +15.8% |
| 1Y | +21.2% | -6.1% | +27.3% | +23.5% |
| 3Y | +62.3% | -9.8% | +72.1% | +66.6% |
| 5Y | +38.7% | -19.7% | +58.4% | +49.2% |
| All | +140.6% | +75.4% | +65.3% | +82.8% |
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