+1,022.7%
AAPL vs INVH
+75.4%
+947.4%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.8% |
| 7D | +3.8% | -3.0% | +6.8% | +5.2% |
| 30D | +9.9% | -7.5% | +17.5% | +13.8% |
| 3M | +12.5% | -5.5% | +18.0% | +15.0% |
| 6M | +27.6% | +11.7% | +15.9% | +20.2% |
| YTD | +22.6% | +1.3% | +21.2% | +20.4% |
| 1Y | +45.0% | -6.1% | +51.1% | +47.3% |
| 3Y | +87.8% | -9.8% | +97.5% | +90.7% |
| 5Y | +128.7% | -19.7% | +148.4% | +142.9% |
| All | +1,022.7% | +75.4% | +947.4% | +782.5% |
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