+1,266.6%
ASML vs INVH
+74.4%
+1,192.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.2% |
| 7D | -2.9% | +1.8% | -4.7% | -3.7% |
| 30D | -15.2% | +1.1% | -16.3% | -15.9% |
| 3M | -12.9% | -8.3% | -4.6% | -10.0% |
| 6M | -5.0% | -3.7% | -1.4% | -4.7% |
| YTD | +41.8% | +0.8% | +41.0% | +38.5% |
| 1Y | +46.0% | +1.0% | +45.0% | +42.2% |
| 3Y | +133.5% | -4.3% | +137.7% | +127.0% |
| 5Y | +93.0% | -21.0% | +114.0% | +105.2% |
| All | +1,266.6% | +74.4% | +1,192.1% | +993.1% |
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