+69.4%
CAPR vs INVH
-21.2%
+90.6%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.2% | -1.7% | -3.6% |
| 7D | -10.6% | -3.1% | -7.4% | -10.1% |
| 30D | +111.2% | -7.5% | +118.7% | +113.4% |
| 3M | -67.2% | -6.3% | -60.9% | -66.9% |
| 6M | -75.1% | +9.4% | -84.6% | -75.4% |
| YTD | -71.2% | +1.4% | -72.6% | -71.3% |
| 1Y | +31.1% | -4.1% | +35.2% | +32.9% |
| 3Y | +31.3% | -9.2% | +40.5% | +33.8% |
| 5Y | +69.4% | -19.6% | +89.0% | +69.0% |
| All | +69.4% | -21.2% | +90.6% | +69.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling