+199.6%
ARM vs INVH
-12.4%
+212.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.8% | -5.4% | -4.8% |
| 7D | +9.1% | -0.9% | +10.0% | +9.3% |
| 30D | -19.9% | +1.2% | -21.1% | -20.3% |
| 3M | -31.6% | -10.4% | -21.2% | -29.9% |
| 6M | -13.9% | -3.6% | -10.3% | -14.6% |
| YTD | +74.3% | -0.1% | +74.4% | +69.8% |
| 1Y | +35.8% | -0.7% | +36.5% | +32.6% |
| 3Y | +268.6% | -4.6% | +273.2% | +259.9% |
| All | +199.6% | -12.4% | +212.0% | +218.8% |
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