+189.4%
B vs INVH
+75.4%
+114.1%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | -2.4% | -3.0% | +0.6% | -1.7% |
| 30D | +6.3% | -7.5% | +13.9% | +8.4% |
| 3M | +12.1% | -5.5% | +17.7% | +13.5% |
| 6M | -3.1% | +11.7% | -14.8% | -6.0% |
| YTD | +2.0% | +1.3% | +0.6% | +1.1% |
| 1Y | +51.7% | -6.1% | +57.8% | +53.2% |
| 3Y | +190.5% | -9.8% | +200.3% | +195.2% |
| 5Y | +158.0% | -19.7% | +177.7% | +165.3% |
| All | +189.4% | +75.4% | +114.1% | +164.9% |
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