-1.3%
BABA vs INVH
+72.9%
-74.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.7% | -0.2% |
| 7D | -13.8% | -0.9% | -12.8% | -13.6% |
| 30D | -15.1% | +1.2% | -16.3% | -15.4% |
| 3M | -22.7% | -10.4% | -12.4% | -20.6% |
| 6M | -34.7% | -3.6% | -31.1% | -34.3% |
| YTD | -35.0% | -0.1% | -34.9% | -35.4% |
| 1Y | -40.4% | -0.7% | -39.7% | -40.8% |
| 3Y | +21.9% | -4.6% | +26.5% | +21.1% |
| 5Y | -39.9% | -21.7% | -18.2% | -38.0% |
| All | -1.3% | +72.9% | -74.2% | -15.6% |
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 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