+55.9%
AR vs INVH
+75.4%
-19.5%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.8% | -1.9% |
| 7D | -2.5% | -3.0% | +0.5% | -1.1% |
| 30D | +2.5% | -7.5% | +10.1% | +6.3% |
| 3M | +12.3% | -5.5% | +17.8% | +15.1% |
| 6M | -3.1% | +11.7% | -14.8% | -9.1% |
| YTD | +11.5% | +1.3% | +10.2% | +9.1% |
| 1Y | +17.0% | -6.1% | +23.1% | +18.7% |
| 3Y | +47.3% | -9.8% | +57.1% | +50.6% |
| 5Y | +141.2% | -19.7% | +160.9% | +158.1% |
| All | +55.9% | +75.4% | -19.5% | +3.7% |
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 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