+43.2%
ALB vs INVH
+75.4%
-32.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.1% | -3.4% | -3.4% |
| 7D | -6.6% | -3.0% | -3.6% | -5.0% |
| 30D | -8.1% | -7.5% | -0.6% | -4.0% |
| 3M | -25.7% | -5.5% | -20.1% | -23.7% |
| 6M | -29.5% | +11.7% | -41.2% | -34.7% |
| YTD | -16.2% | +1.3% | -17.5% | -18.4% |
| 1Y | +59.2% | -6.1% | +65.3% | +61.1% |
| 3Y | -33.7% | -9.8% | -24.0% | -31.1% |
| 5Y | -48.1% | -19.7% | -28.4% | -42.7% |
| All | +43.2% | +75.4% | -32.1% | +15.1% |
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