+115.4%
ALL vs INVH
-21.2%
+136.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | +0.1% |
| 7D | -4.3% | -3.1% | -1.2% | -3.2% |
| 30D | -3.6% | -7.5% | +3.9% | -0.8% |
| 3M | +13.2% | -6.3% | +19.5% | +15.9% |
| 6M | +22.5% | +9.4% | +13.0% | +18.6% |
| YTD | +22.7% | +1.4% | +21.3% | +21.8% |
| 1Y | +28.3% | -4.1% | +32.4% | +29.8% |
| 3Y | +152.0% | -9.2% | +161.2% | +158.4% |
| 5Y | +115.4% | -19.6% | +135.1% | +126.2% |
| All | +115.4% | -21.2% | +136.7% | +126.2% |
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 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