+2,213.4%
AVGO vs INVH
+79.4%
+2,133.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | -0.8% | -2.3% | +1.5% | +0.2% |
| 30D | -13.7% | -5.7% | -8.0% | -11.6% |
| 3M | -6.9% | -4.5% | -2.5% | -5.7% |
| 6M | +5.8% | +11.0% | -5.2% | -0.7% |
| YTD | +5.7% | +3.7% | +2.0% | +1.9% |
| 1Y | +9.0% | -2.8% | +11.9% | +7.9% |
| 3Y | +340.5% | -7.1% | +347.7% | +337.0% |
| 5Y | +711.1% | -19.4% | +730.5% | +754.3% |
| All | +2,213.4% | +79.4% | +2,133.9% | +1,600.5% |
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