+156.4%
ALLY vs INVH
+79.7%
+76.7%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.6% | -2.7% | -2.9% |
| 7D | +1.0% | -3.1% | +4.2% | +3.3% |
| 30D | -3.3% | -7.1% | +3.8% | +1.7% |
| 3M | +0.5% | -3.0% | +3.4% | +2.1% |
| 6M | +12.6% | +10.1% | +2.5% | +4.3% |
| YTD | -4.7% | +3.8% | -8.5% | -8.5% |
| 1Y | +5.2% | -2.1% | +7.3% | +5.1% |
| 3Y | +66.5% | -7.0% | +73.5% | +69.0% |
| 5Y | +0.2% | -20.6% | +20.8% | +12.6% |
| All | +156.4% | +79.7% | +76.7% | +72.7% |
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