+17.6%
ABNB vs INVH
+12.9%
+4.7%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.6% |
| 7D | -6.5% | -3.0% | -3.5% | -5.1% |
| 30D | -5.5% | -7.5% | +2.0% | -1.8% |
| 3M | +30.0% | -5.5% | +35.6% | +33.5% |
| 6M | +27.6% | +11.7% | +15.9% | +20.3% |
| YTD | +25.4% | +1.3% | +24.1% | +23.5% |
| 1Y | +38.3% | -6.1% | +44.4% | +41.4% |
| 3Y | +15.5% | -9.8% | +25.3% | +18.2% |
| 5Y | +3.0% | -19.7% | +22.7% | +10.7% |
| All | +17.6% | +12.9% | +4.7% | +40.0% |
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