-54.4%
ALK vs INVH
+75.5%
-129.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.6% | +0.7% |
| 7D | -3.1% | -3.1% | 0.0% | -1.2% |
| 30D | -17.1% | -7.5% | -9.6% | -13.1% |
| 3M | -3.8% | -6.3% | +2.5% | 0.0% |
| 6M | -5.3% | +9.4% | -14.7% | -10.4% |
| YTD | -20.3% | +1.4% | -21.7% | -21.2% |
| 1Y | -36.0% | -4.1% | -31.9% | -34.7% |
| 3Y | +0.8% | -9.2% | +9.9% | +4.6% |
| 5Y | -28.5% | -19.6% | -8.9% | -21.3% |
| All | -54.4% | +75.5% | -129.9% | -65.2% |
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