+2,198.2%
AVGO vs INVH
+75.4%
+2,122.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.4% |
| 7D | +1.1% | -3.0% | +4.1% | +2.5% |
| 30D | -13.0% | -7.5% | -5.5% | -10.1% |
| 3M | -6.0% | -5.5% | -0.4% | -4.3% |
| 6M | +6.4% | +11.7% | -5.3% | -0.5% |
| YTD | +5.0% | +1.3% | +3.6% | +2.3% |
| 1Y | +1.4% | -6.1% | +7.5% | +2.0% |
| 3Y | +336.8% | -9.8% | +346.6% | +339.0% |
| 5Y | +698.2% | -19.7% | +717.9% | +740.3% |
| All | +2,198.2% | +75.4% | +2,122.8% | +1,606.2% |
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