+898.4%
ARES vs INVH
+79.4%
+818.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.1% | -2.9% | -3.0% |
| 7D | -2.7% | -2.3% | -0.4% | -1.4% |
| 30D | -2.4% | -5.7% | +3.3% | +1.0% |
| 3M | +3.9% | -4.5% | +8.4% | +6.3% |
| 6M | +26.4% | +11.0% | +15.4% | +18.0% |
| YTD | -14.9% | +3.7% | -18.6% | -17.5% |
| 1Y | -20.4% | -2.8% | -17.6% | -20.0% |
| 3Y | +38.8% | -7.1% | +45.9% | +40.4% |
| 5Y | +97.0% | -19.4% | +116.4% | +116.5% |
| All | +898.4% | +79.4% | +818.9% | +710.0% |
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