-52.2%
ALK vs INVH
+80.8%
-133.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.8% | +1.7% |
| 7D | -0.7% | -2.9% | +2.2% | +1.2% |
| 30D | -19.2% | -6.9% | -12.3% | -15.6% |
| 3M | -1.5% | -2.7% | +1.2% | 0.0% |
| 6M | -13.1% | +8.2% | -21.3% | -17.1% |
| YTD | -16.4% | +4.5% | -20.9% | -19.0% |
| 1Y | -33.1% | -2.3% | -30.8% | -32.5% |
| 3Y | +0.6% | -7.3% | +7.9% | +3.2% |
| 5Y | -26.4% | -20.5% | -5.9% | -18.3% |
| All | -52.2% | +80.8% | -133.0% | -64.2% |
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 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