+90.1%
AXP vs INVH
-20.9%
+111.0%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.7% | +0.9% |
| 7D | -1.1% | +1.3% | -2.4% | -1.7% |
| 30D | +5.2% | +1.5% | +3.7% | +4.4% |
| 3M | -4.6% | -9.4% | +4.9% | -0.2% |
| 6M | +3.2% | -3.3% | +6.5% | +4.4% |
| YTD | -11.3% | +1.2% | -12.6% | -12.7% |
| 1Y | -11.0% | +1.5% | -12.5% | -12.6% |
| 3Y | +120.2% | -2.4% | +122.6% | +117.0% |
| All | +90.1% | -20.9% | +111.0% | +96.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling