+878.1%
ARES vs INVH
+75.4%
+802.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.8% | +0.8% |
| 7D | -6.1% | -3.0% | -3.1% | -4.4% |
| 30D | -7.5% | -7.5% | 0.0% | -3.3% |
| 3M | +0.1% | -5.5% | +5.6% | +3.1% |
| 6M | +30.3% | +11.7% | +18.6% | +21.1% |
| YTD | -16.6% | +1.3% | -17.9% | -18.0% |
| 1Y | -26.1% | -6.1% | -20.0% | -24.2% |
| 3Y | +36.4% | -9.8% | +46.2% | +40.4% |
| 5Y | +95.0% | -19.7% | +114.7% | +114.7% |
| All | +878.1% | +75.4% | +802.7% | +704.3% |
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