+30.0%
CAPR vs INVH
-4.3%
+34.3%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | -11.0% | -3.0% | -8.0% | -13.6% |
| 30D | +99.8% | -7.5% | +107.3% | +84.9% |
| 3M | -66.6% | -5.5% | -61.0% | -68.6% |
| 6M | -75.1% | +11.7% | -86.8% | -70.1% |
| YTD | -71.0% | +1.3% | -72.3% | -71.4% |
| 1Y | +30.0% | -6.1% | +36.0% | +25.8% |
| All | +30.0% | -4.3% | +34.3% | +25.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling