+336.8%
AVGO vs INVH
-9.7%
+346.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | +1.1% | -3.0% | +4.1% | +1.4% |
| 30D | -13.0% | -7.5% | -5.5% | -12.5% |
| 3M | -6.0% | -5.5% | -0.4% | -5.8% |
| 6M | +6.4% | +11.7% | -5.3% | +2.6% |
| YTD | +5.0% | +1.3% | +3.6% | +3.4% |
| 1Y | +1.4% | -6.1% | +7.5% | +2.2% |
| 3Y | +336.8% | -9.8% | +346.6% | +345.8% |
| All | +336.8% | -9.7% | +346.5% | +345.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling