+248.5%
ADP vs INVH
+75.4%
+173.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | -2.8% | -3.0% | +0.2% | -1.3% |
| 30D | +0.2% | -7.5% | +7.8% | +4.0% |
| 3M | +20.5% | -5.5% | +26.0% | +23.9% |
| 6M | +28.8% | +11.7% | +17.1% | +21.8% |
| YTD | +6.6% | +1.3% | +5.3% | +5.3% |
| 1Y | -6.9% | -6.1% | -0.8% | -4.7% |
| 3Y | +16.1% | -9.8% | +25.9% | +19.0% |
| 5Y | +49.3% | -19.7% | +69.0% | +59.7% |
| All | +248.5% | +75.4% | +173.2% | +171.7% |
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