+185.4%
ARM vs INVH
-11.6%
+197.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.2% | -2.5% |
| 7D | -10.4% | +1.8% | -12.2% | -10.7% |
| 30D | -31.8% | +1.1% | -33.0% | -32.1% |
| 3M | -32.2% | -8.3% | -23.9% | -30.9% |
| 6M | -14.9% | -3.7% | -11.2% | -15.4% |
| YTD | +66.0% | +0.8% | +65.2% | +61.5% |
| 1Y | +17.2% | +1.0% | +16.2% | +13.8% |
| 3Y | +247.2% | -4.3% | +251.5% | +239.8% |
| All | +185.4% | -11.6% | +197.0% | +203.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling