+1,271.5%
ASML vs INVH
+75.1%
+1,196.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.4% | +5.8% | +6.1% |
| 7D | -0.8% | +1.3% | -2.1% | -1.5% |
| 30D | -14.9% | +1.5% | -16.4% | -15.7% |
| 3M | -13.0% | -9.4% | -3.5% | -9.6% |
| 6M | -4.7% | -3.3% | -1.4% | -4.5% |
| YTD | +42.3% | +1.2% | +41.1% | +38.8% |
| 1Y | +49.7% | +1.5% | +48.2% | +45.4% |
| 3Y | +144.3% | -2.4% | +146.7% | +135.3% |
| 5Y | +86.4% | -20.6% | +106.9% | +97.7% |
| All | +1,271.5% | +75.1% | +1,196.3% | +995.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling