+155.7%
ALLY vs INVH
+75.5%
+80.2%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.2% | +3.0% | +2.4% |
| 7D | -3.3% | -3.1% | -0.1% | -1.1% |
| 30D | -4.1% | -7.5% | +3.4% | +1.2% |
| 3M | +1.4% | -6.3% | +7.7% | +5.6% |
| 6M | +14.4% | +9.4% | +4.9% | +6.4% |
| YTD | -4.9% | +1.4% | -6.3% | -7.2% |
| 1Y | +5.5% | -4.1% | +9.6% | +6.9% |
| 3Y | +66.0% | -9.2% | +75.2% | +71.3% |
| 5Y | -2.4% | -19.6% | +17.3% | +8.5% |
| All | +155.7% | +75.5% | +80.2% | +75.1% |
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