+380.0%
AXP vs INVH
+73.1%
+307.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.3% |
| 7D | -2.9% | -2.5% | -0.3% | -1.5% |
| 30D | +3.7% | +0.7% | +3.0% | +3.2% |
| 3M | -4.9% | -8.8% | +3.9% | 0.0% |
| 6M | +4.1% | -5.0% | +9.1% | +6.5% |
| YTD | -11.7% | 0.0% | -11.7% | -12.8% |
| 1Y | -11.7% | -1.9% | -9.9% | -12.0% |
| 3Y | +116.5% | -5.0% | +121.5% | +115.7% |
| 5Y | +89.5% | -21.6% | +111.1% | +108.2% |
| All | +380.0% | +73.1% | +307.0% | +243.1% |
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