+318.1%
ALL vs INVH
+75.4%
+242.8%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.8% | +0.8% |
| 7D | -2.3% | -3.0% | +0.7% | -1.0% |
| 30D | -0.4% | -7.5% | +7.1% | +3.0% |
| 3M | +16.0% | -5.5% | +21.6% | +18.9% |
| 6M | +24.6% | +11.7% | +12.9% | +18.6% |
| YTD | +23.7% | +1.3% | +22.3% | +22.4% |
| 1Y | +27.7% | -6.1% | +33.8% | +30.5% |
| 3Y | +150.2% | -9.8% | +160.0% | +157.1% |
| 5Y | +117.1% | -19.7% | +136.8% | +130.4% |
| All | +318.1% | +75.4% | +242.8% | +228.1% |
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