+1,465.4%
ASML vs INVH
+79.4%
+1,386.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.9% | -1.9% |
| 7D | +2.8% | -2.3% | +5.1% | +3.8% |
| 30D | -0.2% | -5.7% | +5.5% | +2.2% |
| 3M | -2.6% | -4.5% | +1.9% | -1.3% |
| 6M | +27.9% | +11.0% | +16.9% | +20.6% |
| YTD | +62.4% | +3.7% | +58.7% | +57.4% |
| 1Y | +116.2% | -2.8% | +119.1% | +115.1% |
| 3Y | +182.4% | -7.1% | +189.5% | +180.4% |
| 5Y | +112.4% | -19.4% | +131.8% | +124.6% |
| All | +1,465.4% | +79.4% | +1,386.0% | +1,141.8% |
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