+228.5%
C vs INVH
+79.7%
+148.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.4% |
| 7D | +3.2% | -3.1% | +6.3% | +4.9% |
| 30D | +1.3% | -7.1% | +8.4% | +5.2% |
| 3M | +3.1% | -3.0% | +6.1% | +4.2% |
| 6M | +29.6% | +10.1% | +19.5% | +21.9% |
| YTD | +19.0% | +3.8% | +15.1% | +15.0% |
| 1Y | +45.6% | -2.1% | +47.7% | +45.1% |
| 3Y | +269.3% | -7.0% | +276.3% | +272.0% |
| 5Y | +131.6% | -20.6% | +152.1% | +150.0% |
| All | +228.5% | +79.7% | +148.8% | +140.1% |
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 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