-46.3%
ALB vs INVH
-21.2%
-25.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.2% | -0.8% | -1.7% |
| 7D | -7.6% | -3.1% | -4.5% | -5.8% |
| 30D | -5.6% | -7.5% | +1.9% | -1.1% |
| 3M | -16.8% | -6.3% | -10.6% | -14.1% |
| 6M | -26.3% | +9.4% | -35.8% | -31.7% |
| YTD | -13.2% | +1.4% | -14.6% | -15.9% |
| 1Y | +68.8% | -4.1% | +72.9% | +68.7% |
| 3Y | -30.7% | -9.2% | -21.5% | -28.1% |
| 5Y | -46.3% | -19.6% | -26.6% | -39.0% |
| All | -46.3% | -21.2% | -25.0% | -39.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling