+1,255.1%
ASML vs INVH
+72.9%
+1,182.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.4% |
| 7D | +4.9% | -0.9% | +5.9% | +5.4% |
| 30D | -9.3% | +1.2% | -10.4% | -10.0% |
| 3M | -19.0% | -10.4% | -8.6% | -15.5% |
| 6M | -5.2% | -3.6% | -1.6% | -5.0% |
| YTD | +40.6% | -0.1% | +40.7% | +37.9% |
| 1Y | +47.5% | -0.7% | +48.2% | +44.7% |
| 3Y | +133.9% | -4.6% | +138.5% | +127.6% |
| 5Y | +83.8% | -21.7% | +105.4% | +96.1% |
| All | +1,255.1% | +72.9% | +1,182.2% | +987.9% |
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