-30.9%
ALK vs INVH
-21.7%
-9.2%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.2% | -1.9% |
| 7D | -1.2% | -0.9% | -0.3% | -0.6% |
| 30D | +7.7% | +1.2% | +6.5% | +7.2% |
| 3M | -19.0% | -10.4% | -8.6% | -13.7% |
| 6M | -0.2% | -3.6% | +3.4% | +2.0% |
| YTD | -23.5% | -0.1% | -23.4% | -23.5% |
| 1Y | -9.1% | -0.7% | -8.5% | -9.0% |
| 3Y | +12.0% | -4.6% | +16.6% | +13.3% |
| All | -30.9% | -21.7% | -9.2% | -24.4% |
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