+52.9%
ALB vs INVH
+79.4%
-26.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.1% | -2.7% | -2.7% |
| 7D | -8.6% | -2.3% | -6.3% | -7.4% |
| 30D | -4.0% | -5.7% | +1.7% | -0.8% |
| 3M | -17.4% | -4.5% | -12.9% | -15.7% |
| 6M | -25.4% | +11.0% | -36.3% | -30.6% |
| YTD | -10.5% | +3.7% | -14.2% | -14.0% |
| 1Y | +75.8% | -2.8% | +78.7% | +74.4% |
| 3Y | -28.5% | -7.1% | -21.4% | -26.9% |
| 5Y | -45.1% | -19.4% | -25.7% | -39.6% |
| All | +52.9% | +79.4% | -26.5% | +21.3% |
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