+41.5%
CBOE vs INVH
+0.2%
+41.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | 0.0% | +2.3% | +2.3% |
| 7D | +12.4% | +3.5% | +8.9% | +11.8% |
| 30D | +26.9% | +4.4% | +22.5% | +26.2% |
| 3M | +24.3% | -8.6% | +33.0% | +24.7% |
| 6M | +3.1% | -1.7% | +4.9% | +2.9% |
| YTD | +41.7% | +2.6% | +39.1% | +39.1% |
| 1Y | +41.5% | +1.5% | +39.9% | +40.2% |
| All | +41.5% | +0.2% | +41.3% | +40.2% |
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 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