+187.0%
ABT vs INVH
+75.4%
+111.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.3% |
| 7D | -5.9% | -3.0% | -2.9% | -4.7% |
| 30D | -8.1% | -7.5% | -0.6% | -5.2% |
| 3M | +14.5% | -5.5% | +20.1% | +17.2% |
| 6M | -6.3% | +11.7% | -18.0% | -10.4% |
| YTD | -17.1% | +1.3% | -18.5% | -17.8% |
| 1Y | -21.4% | -6.1% | -15.3% | -19.7% |
| 3Y | +5.9% | -9.8% | +15.7% | +8.2% |
| 5Y | -12.8% | -19.7% | +6.9% | -7.7% |
| All | +187.0% | +75.4% | +111.7% | +125.2% |
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