-63.5%
CAPR vs INVH
+79.7%
-143.2%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.6% | -3.0% | -3.3% |
| 7D | -9.5% | -3.1% | -6.4% | -7.8% |
| 30D | +121.5% | -7.1% | +128.6% | +130.3% |
| 3M | -65.4% | -3.0% | -62.4% | -64.7% |
| 6M | -67.5% | +10.1% | -77.6% | -69.2% |
| YTD | -68.6% | +3.8% | -72.4% | -69.5% |
| 1Y | +42.7% | -2.1% | +44.8% | +42.0% |
| 3Y | +43.4% | -7.0% | +50.4% | +43.5% |
| 5Y | +86.0% | -20.6% | +106.6% | +100.2% |
| All | -63.5% | +79.7% | -143.2% | -80.2% |
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