+245.9%
ADP vs INVH
+79.7%
+166.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.6% | -2.9% | -3.2% |
| 7D | -5.5% | -3.1% | -2.4% | -4.0% |
| 30D | -1.2% | -7.1% | +5.8% | +2.3% |
| 3M | +17.9% | -3.0% | +20.8% | +19.7% |
| 6M | +20.3% | +10.1% | +10.2% | +14.7% |
| YTD | +5.8% | +3.8% | +2.0% | +3.4% |
| 1Y | -7.7% | -2.1% | -5.6% | -7.4% |
| 3Y | +14.7% | -7.0% | +21.7% | +15.8% |
| 5Y | +45.8% | -20.6% | +66.4% | +57.0% |
| All | +245.9% | +79.7% | +166.3% | +166.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling