+14.4%
BABA vs INVH
+75.4%
-61.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | -3.5% | -3.0% | -0.5% | -2.8% |
| 30D | -12.7% | -7.5% | -5.2% | -11.0% |
| 3M | -3.0% | -5.5% | +2.5% | -1.8% |
| 6M | -19.1% | +11.7% | -30.8% | -21.7% |
| YTD | -24.7% | +1.3% | -26.1% | -25.4% |
| 1Y | -29.0% | -6.1% | -23.0% | -28.5% |
| 3Y | +30.9% | -9.8% | +40.7% | +32.0% |
| 5Y | -30.9% | -19.7% | -11.2% | -29.2% |
| All | +14.4% | +75.4% | -61.0% | -2.6% |
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