+227.3%
ALLE vs INVH
+72.9%
+154.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.3% | +0.6% |
| 7D | +3.6% | -0.9% | +4.5% | +4.0% |
| 30D | +25.9% | +1.2% | +24.7% | +25.3% |
| 3M | +15.8% | -10.4% | +26.1% | +21.9% |
| 6M | +48.1% | -3.6% | +51.7% | +50.7% |
| YTD | +22.0% | -0.1% | +22.1% | +21.3% |
| 1Y | +18.0% | -0.7% | +18.7% | +17.7% |
| 3Y | +93.1% | -4.6% | +97.7% | +92.8% |
| 5Y | +52.1% | -21.7% | +73.7% | +64.9% |
| All | +227.3% | +72.9% | +154.4% | +150.8% |
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 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