+199.5%
C vs INVH
+72.9%
+126.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.4% |
| 7D | +4.2% | -0.9% | +5.1% | +4.7% |
| 30D | +2.0% | +1.2% | +0.8% | +1.2% |
| 3M | -10.1% | -10.4% | +0.3% | -4.9% |
| 6M | +1.0% | -3.6% | +4.6% | +2.1% |
| YTD | +8.5% | -0.1% | +8.6% | +6.8% |
| 1Y | +25.7% | -0.7% | +26.4% | +24.0% |
| 3Y | +216.0% | -4.6% | +220.6% | +212.9% |
| 5Y | +112.3% | -21.7% | +134.0% | +130.3% |
| All | +199.5% | +72.9% | +126.6% | +123.1% |
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