+55.4%
AKAM vs INVH
+75.4%
-19.9%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | +1.5% | -3.0% | +4.5% | +2.4% |
| 30D | -13.0% | -7.5% | -5.5% | -11.1% |
| 3M | -19.4% | -5.5% | -13.9% | -18.3% |
| 6M | +0.3% | +11.7% | -11.4% | -3.7% |
| YTD | +22.4% | +1.3% | +21.1% | +20.8% |
| 1Y | +34.8% | -6.1% | +40.9% | +36.1% |
| 3Y | +1.9% | -9.8% | +11.7% | +3.5% |
| 5Y | -4.6% | -19.7% | +15.1% | -1.0% |
| All | +55.4% | +75.4% | -19.9% | +28.9% |
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