+58.5%
AR vs INVH
+79.7%
-21.2%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.6% |
| 7D | -1.8% | -3.1% | +1.3% | -0.3% |
| 30D | +12.6% | -7.1% | +19.7% | +16.4% |
| 3M | +10.0% | -3.0% | +13.0% | +11.3% |
| 6M | +0.6% | +10.1% | -9.5% | -4.9% |
| YTD | +13.4% | +3.8% | +9.6% | +9.7% |
| 1Y | +21.7% | -2.1% | +23.8% | +20.9% |
| 3Y | +45.8% | -7.0% | +52.8% | +47.0% |
| 5Y | +144.3% | -20.6% | +164.8% | +163.4% |
| All | +58.5% | +79.7% | -21.2% | +4.2% |
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