+73.3%
IYR vs INVH
+75.4%
-2.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | -1.4% | -3.0% | +1.6% | +0.6% |
| 30D | -2.7% | -7.5% | +4.9% | +2.3% |
| 3M | -2.1% | -5.5% | +3.4% | +1.3% |
| 6M | +3.6% | +11.7% | -8.1% | -3.9% |
| YTD | +8.1% | +1.3% | +6.8% | +6.4% |
| 1Y | +4.7% | -6.1% | +10.8% | +7.9% |
| 3Y | +29.1% | -9.8% | +38.9% | +34.6% |
| 5Y | +6.9% | -19.7% | +26.6% | +18.8% |
| All | +73.3% | +75.4% | -2.0% | +20.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling