+90.3%
ACN vs INVH
+75.4%
+15.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.1% | +3.4% | +3.4% |
| 7D | -1.5% | -3.0% | +1.5% | -0.1% |
| 30D | +2.1% | -7.5% | +9.6% | +5.9% |
| 3M | +11.1% | -5.5% | +16.6% | +14.3% |
| 6M | -6.8% | +11.7% | -18.6% | -11.8% |
| YTD | -30.0% | +1.3% | -31.4% | -30.7% |
| 1Y | -23.1% | -6.1% | -17.0% | -21.2% |
| 3Y | -40.4% | -9.8% | -30.6% | -38.9% |
| 5Y | -41.6% | -19.7% | -21.9% | -37.3% |
| All | +90.3% | +75.4% | +15.0% | +48.2% |
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