+1,452.2%
ASML vs INVH
+80.8%
+1,371.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.2% | +4.4% | +4.3% |
| 7D | +1.1% | -2.9% | +4.0% | +2.4% |
| 30D | +2.2% | -6.9% | +9.1% | +5.3% |
| 3M | -2.3% | -2.7% | +0.4% | -1.9% |
| 6M | +23.0% | +8.2% | +14.8% | +17.4% |
| YTD | +61.1% | +4.5% | +56.6% | +55.6% |
| 1Y | +129.1% | -2.3% | +131.4% | +127.3% |
| 3Y | +165.4% | -7.3% | +172.6% | +163.8% |
| 5Y | +109.5% | -20.5% | +129.9% | +122.8% |
| All | +1,452.2% | +80.8% | +1,371.4% | +1,127.4% |
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