+149.1%
B vs INVH
+72.9%
+76.2%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.4% | -0.8% |
| 7D | -7.3% | -0.9% | -6.4% | -7.1% |
| 30D | -3.3% | +1.2% | -4.5% | -3.6% |
| 3M | -7.8% | -10.4% | +2.6% | -5.2% |
| 6M | -15.5% | -3.6% | -11.9% | -15.0% |
| YTD | -12.3% | -0.1% | -12.2% | -12.7% |
| 1Y | +5.4% | -0.7% | +6.0% | +4.9% |
| 3Y | +165.5% | -4.6% | +170.1% | +166.7% |
| 5Y | +107.0% | -21.7% | +128.7% | +114.3% |
| All | +149.1% | +72.9% | +76.2% | +128.8% |
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 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