+317.9%
ALL vs INVH
+79.4%
+238.5%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.2% | +0.1% |
| 7D | -2.2% | -2.3% | +0.1% | -1.2% |
| 30D | -5.6% | -5.7% | +0.1% | -3.2% |
| 3M | +17.2% | -4.5% | +21.7% | +19.5% |
| 6M | +23.2% | +11.0% | +12.3% | +17.7% |
| YTD | +23.6% | +3.7% | +19.9% | +21.2% |
| 1Y | +29.2% | -2.8% | +32.0% | +30.1% |
| 3Y | +153.8% | -7.1% | +161.0% | +157.6% |
| 5Y | +116.1% | -19.4% | +135.5% | +129.3% |
| All | +317.9% | +79.4% | +238.5% | +224.8% |
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