+161.3%
ADSK vs INVH
+75.4%
+86.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.4% | +0.4% |
| 7D | -2.5% | -3.0% | +0.5% | -1.1% |
| 30D | -14.9% | -7.5% | -7.4% | -11.5% |
| 3M | +3.3% | -5.5% | +8.9% | +6.2% |
| 6M | -15.7% | +11.7% | -27.4% | -20.6% |
| YTD | -28.2% | +1.3% | -29.6% | -29.3% |
| 1Y | -34.5% | -6.1% | -28.5% | -33.1% |
| 3Y | -2.9% | -9.8% | +6.9% | -0.7% |
| 5Y | -25.3% | -19.7% | -5.6% | -19.5% |
| All | +161.3% | +75.4% | +86.0% | +101.6% |
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