+205.5%
ACWI vs INVH
+72.9%
+132.6%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.0% | -0.6% |
| 7D | +2.4% | -0.9% | +3.4% | +2.8% |
| 30D | -1.7% | +1.2% | -2.8% | -2.2% |
| 3M | -3.9% | -10.4% | +6.5% | 0.0% |
| 6M | +0.8% | -3.6% | +4.4% | +1.7% |
| YTD | +11.0% | -0.1% | +11.1% | +9.9% |
| 1Y | +13.1% | -0.7% | +13.8% | +12.1% |
| 3Y | +73.9% | -4.6% | +78.5% | +72.4% |
| 5Y | +59.0% | -21.7% | +80.7% | +68.6% |
| All | +205.5% | +72.9% | +132.6% | +145.1% |
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