+220.9%
A vs INVH
+75.4%
+145.5%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.1% | +2.7% | +2.7% |
| 7D | -2.6% | -3.0% | +0.4% | -1.3% |
| 30D | -0.9% | -7.5% | +6.6% | +2.5% |
| 3M | +13.6% | -5.5% | +19.2% | +16.3% |
| 6M | +27.8% | +11.7% | +16.1% | +21.3% |
| YTD | +8.6% | +1.3% | +7.3% | +7.2% |
| 1Y | +16.9% | -6.1% | +22.9% | +19.2% |
| 3Y | +32.9% | -9.8% | +42.7% | +36.1% |
| 5Y | -14.1% | -19.7% | +5.6% | -8.1% |
| All | +220.9% | +75.4% | +145.5% | +162.2% |
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