+376.6%
AXP vs INVH
+79.4%
+297.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.2% |
| 7D | -2.5% | -2.3% | -0.2% | -1.2% |
| 30D | -5.0% | -5.7% | +0.7% | -1.9% |
| 3M | +1.4% | -4.5% | +5.8% | +3.7% |
| 6M | +6.0% | +11.0% | -5.0% | -0.9% |
| YTD | -12.3% | +3.7% | -16.0% | -15.1% |
| 1Y | +0.3% | -2.8% | +3.1% | +0.6% |
| 3Y | +111.7% | -7.1% | +118.8% | +114.1% |
| 5Y | +114.5% | -19.4% | +134.0% | +132.2% |
| All | +376.6% | +79.4% | +297.2% | +234.2% |
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