-44.0%
ACHR vs INVH
+11.2%
-55.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.5% | +2.4% |
| 7D | -2.3% | -3.0% | +0.7% | -0.7% |
| 30D | -11.3% | -7.5% | -3.8% | -7.6% |
| 3M | +5.3% | -5.5% | +10.8% | +7.5% |
| 6M | -13.2% | +11.7% | -24.9% | -20.3% |
| YTD | -25.8% | +1.3% | -27.1% | -28.0% |
| 1Y | -34.3% | -6.1% | -28.2% | -33.5% |
| 3Y | -19.9% | -9.8% | -10.2% | -18.1% |
| 5Y | -42.7% | -19.7% | -23.0% | -38.3% |
| All | -44.0% | +11.2% | -55.2% | -43.4% |
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