+178.7%
CAPR vs INVH
-21.7%
+200.3%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.8% | -7.7% | -7.0% |
| 7D | +5.9% | -0.9% | +6.8% | +6.0% |
| 30D | +44.6% | +1.2% | +43.4% | +44.3% |
| 3M | +126.4% | -10.4% | +136.8% | +129.7% |
| 6M | -68.6% | -3.6% | -65.0% | -68.4% |
| YTD | -67.0% | -0.1% | -66.9% | -67.0% |
| 1Y | +65.2% | -0.7% | +65.8% | +65.3% |
| 3Y | +235.6% | -4.6% | +240.2% | +235.0% |
| All | +178.7% | -21.7% | +200.3% | +183.1% |
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 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