+214.2%
ARM vs INVH
-13.1%
+227.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.6% |
| 7D | +19.8% | -3.3% | +23.1% | +20.5% |
| 30D | -21.8% | +0.2% | -22.0% | -22.0% |
| 3M | -26.5% | -9.5% | -17.0% | -24.9% |
| 6M | -3.9% | -4.3% | +0.4% | -4.6% |
| YTD | +82.8% | -0.8% | +83.6% | +78.2% |
| 1Y | +34.3% | -3.6% | +37.9% | +33.0% |
| 3Y | +282.2% | -5.8% | +288.0% | +275.1% |
| All | +214.2% | -13.1% | +227.2% | +234.8% |
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