+1,003.5%
AAPL vs INVH
+75.5%
+928.0%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-10.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.2% | +5.8% | +4.6% |
| 7D | -0.5% | -3.1% | +2.6% | +0.9% |
| 30D | +7.1% | -7.5% | +14.6% | +10.9% |
| 3M | +12.1% | -6.3% | +18.4% | +15.0% |
| 6M | +25.4% | +9.4% | +16.0% | +19.3% |
| YTD | +20.5% | +1.4% | +19.0% | +18.3% |
| 1Y | +44.5% | -4.1% | +48.6% | +45.3% |
| 3Y | +85.8% | -9.2% | +95.0% | +88.1% |
| 5Y | +124.8% | -19.6% | +144.4% | +138.7% |
| All | +1,003.5% | +75.5% | +928.0% | +767.1% |
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 1990-01-01 to 2026-09-10: 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…
1990-01-01 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling