-66.2%
CAPR vs INVH
+75.4%
-141.6%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.9% |
| 7D | -11.0% | -3.0% | -8.0% | -9.4% |
| 30D | +99.8% | -7.5% | +107.3% | +108.2% |
| 3M | -66.6% | -5.5% | -61.0% | -65.4% |
| 6M | -75.1% | +11.7% | -86.8% | -76.5% |
| YTD | -71.0% | +1.3% | -72.3% | -71.5% |
| 1Y | +30.0% | -6.1% | +36.0% | +32.7% |
| 3Y | +29.0% | -9.8% | +38.7% | +31.4% |
| 5Y | +70.8% | -19.7% | +90.5% | +80.7% |
| All | -66.2% | +75.4% | -141.6% | -81.5% |
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