+1,191.3%
ASML vs INVH
+74.5%
+1,116.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.7% | +6.7% | +5.7% |
| 7D | -9.0% | +2.0% | -11.0% | -9.9% |
| 30D | -21.0% | +4.8% | -25.8% | -22.8% |
| 3M | -16.3% | -9.8% | -6.5% | -12.9% |
| 6M | -7.5% | -3.7% | -3.9% | -7.3% |
| YTD | +34.0% | +0.8% | +33.1% | +30.9% |
| 1Y | +39.3% | +1.9% | +37.4% | +35.0% |
| 3Y | +128.9% | -4.3% | +133.2% | +122.6% |
| 5Y | +76.1% | -21.1% | +97.2% | +87.3% |
| All | +1,191.3% | +74.5% | +1,116.8% | +932.6% |
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