+38.2%
IWM vs INVH
-21.2%
+59.4%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.2% | 0.0% |
| 7D | -2.5% | -3.1% | +0.6% | -1.1% |
| 30D | -4.4% | -7.5% | +3.1% | -1.0% |
| 3M | +2.2% | -6.3% | +8.5% | +5.0% |
| 6M | +14.0% | +9.4% | +4.6% | +8.3% |
| YTD | +17.4% | +1.4% | +16.0% | +15.3% |
| 1Y | +22.9% | -4.1% | +27.0% | +24.0% |
| 3Y | +62.1% | -9.2% | +71.3% | +65.5% |
| 5Y | +38.2% | -19.6% | +57.8% | +51.3% |
| All | +38.2% | -21.2% | +59.4% | +51.3% |
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